A system provides for tracking the behavior of television viewers and Internet browsers while protecting the privacy of the user. The level of privacy is under control of the user. In one embodiment, an arbitrary anonymous identifier is assigned to the user. The selection of a new arbitrary anonymous identifier is under the control of the user. In a second embodiment, a private anonymous identifier is based on a user entered password. The user history data is stored on a history server using the private anonymous identifier. An authentication server is provided to validate the private anonymous identifier before transferring the user history data to the history server.