I can answer some of these:
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2. Help System, F1
When accessing Microsoft Help systems, through the F1 key. A communication attempt to Microsoft's ActiveX site is made.
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Help automatically updates itself when it is used. Windows X does not contain all of its help files on the system, but online, too.
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3. Microsoft Backup
Designed to bypass all security, even ownership rights of a drive. Try it.
Done by design.
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Pretty sure you gotta be an admin to run it

If you have admin rights, all drive security can be bypassed anyway.
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4. Process Viewer (Task Manager)
No mapping to executable file, nor will it show all running processes. Designed to hide important information required for determining system infections and sources of network data transmission.
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No comment. Kinda silly, tbh. All windows OSes have been like that.
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5. Dr Watson
This used to loadup with information on dlls that had been hooked. Hooked DLLs are used to intercept keystroke, etc. Microsoft removed end-users capability to see this. It now generates a simple messagebox.
Done by design.
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It monitors for debugging purposes. You can actually read it, if you know how. I learned some time ago. The message pops up to let you knwo that its being debugged, so you can read it, if you need to.
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12. Firewall
Incoming firewall only. This allows spyware to transmit information without any problems or detection. 90% of spyware information is transmitted to and shared throughout the US.
Done by design.
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I've made myself clear on this. Keep your system clean and not rely on a crutch to save you.
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14. Automatic Updates
Can allow remote installation of any form of software at Microsoft's whim.
Done by design.
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Then turn it off. Other OSes have this feature too.
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19. Alternate Data Streams
This 'feature' of Microsoft Windows relates to how information is stored on your harddrive. Under NTFS, not only is there the file, but there is a second, hidden aspect to each file. This hidden aspect is stored separately on your hard drive and not as part of the file.
I suppose the term, 'Alternate Data Streams' make better business sense, than 'hidden information gathering process combined with standard file functions'. 
All additional information to a file, such as date/time stamps, file name, size, etc. is stored in this layer. Not only this, but so is the thumbnail cache of all images viewed by the system. This 'feature' is hidden by design and requires either a 1 month long 'disk nuke' (for average 80GB HD) or physical destruction of the disk platters to remove.
Physical destruction is recommended, as it requires specific manufacturers codes to access bad blocks, internal scratch areas and internal swap/cache areas of the drive. Even with the codes, certain problems can arise from unreadable sectors which may contain copies of sensitive information.
Nothing beats an nice afternoon with a screwdriver and grinder. 
The caching can be disabled, however, Microsoft has made this as 'obscure' as possible. Microsoft Windows also does not explain the function of 'Do not cache Thumbnails'.
It is aware 90% of end-users have the technical aptitude of 'a banana with a with a drink problem' and would never grasp the implications, let alone, understand.
Done by design.
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This I agree with, but it has nothing to do with XP.
I'll stop there, the rest are a bunch of little whiny rants, with a couple good points thrown in.