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I went and read the PS3's "Online Instruction Manual". Whenever a user creates a PSN account they have to agree to the "Terms of Service, User Agreement form". By doing so Sony gains the right the to moniter your actions with their product.

You have privacy to an extent, but if they see a PS3 that isn't acting right. Whether it's modified or using software that is not made by them or licensed by them, they will shut down access to in online services the PS3 uses and legal action will be taken.

Now I only read the English version, but i'm sure it's the same in all languages.