Yes, If you are using Internet, then forget about the Privacy. Recent report from Guardian is another example that confirms privacy in internet is Illusion. The whistleblower Edward Snowden has leaked few files that confirms Microsoft collaboration with the U.S authorities.
According to the Guardian report, Microsoft helped the NSA and FBI to access the unencrypted messages sent over Outlook web chat, Hotmail services and Skype.
Microsoft also helped the authorities to access its cloud storage service SkyDrive. The Skype video & audio calls was also reportedly being collected through PRISM.
"Microsoft also worked with the FBI's Data Intercept Unit to "understand" potential issues with a feature in Outlook.com that allows users to create email aliases;" The report reads.