Sony already got into similar trouble a while back over the copy protection they were using in PC games, with their game installers basically installing spyware onto the system, which connected your PC back to Sony's servers and reported your activities. They lost that case and had to remove that software, and provide a removal tool within an update for the games that contained it.

Therefore I can't see them getting away with doing the same on the PS3, although a PS3 can be argued to be a closed platform and not open like the PC, so it is a very different market. Nintendo for example normally win their court cases on the argument of it being a closed platform and alteration of their firmware and other system files being illegal. Sony are currently trying to bring the PS3 firmware hackers to justice using this very approach, saying they have altered the proprietary and closed PS3's firmware illegally to allow unsigned code to be run. I think they do have the law on their side for that, but actually getting anywhere is another matter as hackers are not known to make their identity or location known. Look at the PSP firmware scene to show they still haven't succeeded there.

Of course, the hackers are often just as smart as the system's own firmware developers, and I wouldn't be surprised if they work something out. I'm imagining a firewall on your PS3 designed to block anything going back to Sony would work.