We voluntarily give up privacy all the time. Amazon.com keeps our credit card info. Websites track what we read and what we buy. By comparison, the National Security Agency's data mining seems relatively benign, writes John Stossel—but there's one big difference. We can decide whether to use Facebook or let private sites install cookies. But we didn't give the NSA—not to mention the IRS, FBI, etc.— permission to access our information.