Scarlett Johansson left nude photos of herself on her computer. A hacker grabbed them and sent them to gossip websites.

A Pennsylvania high school issued laptop computers to students and then remotely activated the laptops' cameras to watch the students when they were away from school.

On my computer, a program called Disconnect reveals that my favorite websites spy on me and track what I like to read, what I browse, what I buy.

Privacy is almost a thing of the past.

As I explain on my show this week, I follow the advice of "experts." I buy anti-virus software (today a virus is more likely to steal your credit card and bank info than harm your computer). I sometimes change passwords. But someone still might steal my data.

I'm told I should be upset about this. But I'm not. Already, I voluntarily give up privacy. Amazon has my credit card info. Facebook, Google, Reason.org, Cato.org etc., know my preferences.

I resent that websites demand I click "agree" to say that I've read their complex terms and conditions. (I click "agree," but no one reads them.)

By comparison, the National Security Agency's (NSA) data mining seems relatively benign. They just gather patterns of phone numbers. They say they don't listen to my calls or know my name. Do we trust them?

But the distinction we care about shouldn't be whether they know my name. The important difference is whether what you do is voluntary.

You can decide whether to use Facebook or let private sites install cookies to track your info. Johansson didn't give that hacker permission to steal her photos. And I didn't give the NSA—not to mention the IRS, FBI, etc.—permission to access my information.

Sometimes people say that sharing information with Amazon or Facebook is just as involuntary, but the truth is that we're just too lazy to check their privacy policies.

And there's a good, rational reason we don't worry so much about companies: Even if they get ahold of my embarrassing information, all they can do with it is try to sell us things. Amazon's not going to raid your home with a SWAT team the way government might if it gets the wrong impression from your emails. Facebook can't forcibly take my money or put me in jail.

Because of the Internet, I changed my behavior years ago. I try not to email anything too embarrassing. I'm aware that when I surf the Web, someone might watch. And if you find out what I like to do on the weekend, what medications I take, or that I have seen a psychotherapist, so what? I'm not ashamed. Losing some privacy is a price I'll pay for progress.

But here's the thing: With all the private, voluntary transactions, I can at least decide whether the risk is worth it. I don't get to make that calculation when government decides it wants to know more about me.

The National Highway Traffic Safety Agency wants black box recorders to be mandatory in all cars. The bureaucrats say they need to keep track of how we drive and where we go—but not to spy on us, they say.

They promise they won't tell anyone that you see a psychologist or go to Alcoholics Anonymous meetings. They just want your travel pattern in order to know where to build the next highway, add mass transit, and so on. And if you are in an accident, the black box may reveal important information about who is at fault. Maybe the other guy was speeding. Now the lawyers will have more information.

And don't we trust the government?

No, not always.

But we don't place an infinite value on privacy. Sometimes we're willing to give up some of it—to friends, doctors, companies with whom we want to do business. What we really value is the freedom to choose when we'll do that and when we'll tell people to butt out.

We can never tell government to butt out.