Data Collection: Mac OS X v10.6.3 can collect diagnostic and usage information from your Mac and send it to Apple for analysis automatically. The information is only collected with your explicit consent, and is submitted anonymously to Apple.

Apple has rolled out this new feature stating that 'Many problems are caused by particular hardware or software configurations.'  As a result, reports submitted to Apple will contain specifications about your Mac and software, including information about devices connected to your Mac, as well as OS and application versions running on your Mac.

Choose if/how your Mac sends reports to Apple
You can configure your Mac's ability to send reports to Apple if one of the following diagnostic events occur:

• An application crashes (unexpectedly quits)
• You force quit an application
• A "kernel panic" occurs that informs you that you need to restart your Mac

Diagnostic and usage reports
These reports will include information such as:

• Kernel panics, application or system unresponsiveness, an unexpected application quit
• Event information on your Mac such as if your Mac failed to wake from sleep
• Certain usage information such as information about Apple and third-party hardware, software, and services

All of the diagnostic and usage information from your Mac is anonymous and will not personally identify you.  Via the Console utility, you can view the diagnostic information that will be sent to Apple via a problem report.  After the first event is triggered, you will be able to set up how reports are submitted to Apple.  You can later make changes via the Console utility's preferences setting.

As you can see, a 'diagnostic event' hasn't been triggered on my Mac to setup reporting hence, I can't make a change in Console's preferences.

The full details of Data Collection can be viewed in the following knowledge base article.