Not secure while surfing.. Helppp

This is probably a really dumb question but ..... How can someone see my ip, get my location, and a unique motherboard number just from surfing their pages??? I was in a virtual (avatar style) chatroom and someone said they knew my Ip, where I was located, the mb code, my os, what things are on the computer - right down to the screen resolution. They also said they knew I had been there before from the mb code and ip (I was on aol at the time). This makes me feel very insecure and I am concerned about how much information is leaking out. How is this possible and how do I protect a computer while surfing?
I have > Windows XP Home Edition, version 2002 Service Pack 2
Pentium (R)CPU 1.60GHz
1.59GHz
256 Ram
HD 40Gigs
Nortons Antivrius, Zone Alarm, Spyblaster, Spybot installed

Thanks in advance for any help anyone can give me.
a dittzi newb

 

Thank Chaslang for your response
The problem I have is when I was told they could tell I had been on the website before from the 'MB code' as well as tell me where I am and information about the computer.

I did alot of info hunting to find out how and only got more confused. I learnt a little about Ip's but I am on AOL and as I understand it, it changes everytime I log on. I am concerned that they are able to get into the computer to identify me by something other then an IP number.

From what I understand there are permantant numbers associated with my computer and these are what they were able to find out. Is this possible????? And how do I protect myself. I dont think I would still be able to go into IRC or other type chatrooms (ie: voodoo chat)going through a proxy.
Pleaseee anyone any ideas?
Thank you again.. ditzzi