None of your data is sent to the server; it's all done with client side Javascript, in your computer (view the source if you don't believe me).
You don't need to sign in with your Google ID either, unlike other similar tools ;-)
If this page helped you, please consider buying one of my Android apps in the Market :-D
For example: if you simply want to capture "raw" GPS data, GPS Capture Pro is a nifty little app way lighter than My Tracks, and the generated KML is compatible with DDMS.