As someone who is on the beta team for PSS, and has seen and worked on the installer code, I can state for a fact that the installer does NOT contain spyware.
The download is unique to each system, but does not in any way check the internet on every load of the PSS Concorde (or for that matter any of the PSS Products).
I feel this is a necessary post, as there have been some rumours that are simply untrue flying around various forums.
An official post from PSS can be read here