APC Magazine has a short piece on protecting your privacy online while using P2P software with the likes of Peerguardian (Windows) and MoBlock (Linux). It’s concise and to the point, and a real eye opener if you don’t currently protect yourself while using P2P for transferring files, legitimate or otherwise.
Another way to improve your privacy is using a service like Relakks - https://www.relakks.com/
Raúl Santos