I'm curious about who the "them" is in this second sentence. According to Facebook's FAQ about this, no personal info is shared with sites using social plugins (http://www.facebook.com/help/?faq=17092).
Is the fear that Facebook will be collecting which third-party sites I visit?
But then again, a later FAQ question (http://www.facebook.com/help/?faq=17100) states that the third-party sites have full access to all of my non-public FB data.