There was an interesting message on the WebDesign mailing list today about a particular icon file called favicon.ico. It turns out that Internet Explorer 5 requests that icon to use as a custom icon in the favorites menu. Every time IE bookmarks a page it issues a request for that icon so potentially you can monitor who is bookmaking your pages by checking the logs.
By the way, the reorg of SBN at Microsoft is still not complete, searching is completely broken, so give it a miss for a frew weeks. The search result links provided take you to the old SiteBuilder pages which then try to work out which page you really wanted. There's a great article about this on microsoft's site, but they neglect to mention that the code is horribly broken in Netscape 4.51 so all I ever see is parts of links that I have to guess the meaning of. Charles Carroll wrote a better version of the same thing which uses a server side database of moved pages.