Well of course your illegal keys are tracked - that's standard procedure for everything on the internet (nobody's that
innocent anymore... Cynical, yes; Innocent, no).
It has nothing to do with using a DLL that, as was pointed out in the article, is installed on all Windows machines precisely for the automation of SMTP. No one needs to go through all that hassle just to do something your browser does about 35 times a second for free.
However, should anyone ever wish to set up an email farm, it's a good place to start, and again, has nothing to do with xplorer2.