I've had someone private message me who has also had the same experience. They contacted their attorney to discover they couldn't do anything. I still am angry.
It doesnt' come from your shipping company. Apparently all shipping records in the USA are public record. These online companies obviously pick up the info and use it for commercial gain.
From what I can gather, depending on the company offering information the info includes your name, where you shipped from, what you shipped, where you shipped to, contents of shipment and value.
This an article about the company that has done it to me. http://freakonomics.blogs.nytimes.com/2008/06/27/amazing-new-trade-data/