Normally, as a computer programmers who thinks he is good, I say that nothing in computers is impossible. However, this comes close. In order to do monitor our visits to pro-terrorist web sites, the authorities would:
a. Have to take over the site without azzam noticing. But becuase azzam has, I suspect, a history of being attacked by hackers, this is unlikely to work.
b. Have to get a program to run on your PC without you noticing. Maybe they could do this, if you are the kind of person who clicks yes to any dialog box. (I'm like that myself.) But then, other people would notice, and they would get the word out to the press as to what was happenning. Then there would be a big civil liberties stink.
I am sure that if U.S. authorities ever try to do such a thing, they will be caught and embarrassed. Personally (getting on my asbestos suit here) I could care less about my privacy and wish the FBI did have the ability to identify who is going to these sites. But I feel sure that they do not.
What about azzam and company trying to identify who you are for their own uses? Well, I do not think that they could find this out surreptitiously without, again, sophisticated computer users noticing what was going on and publicizing it. Of course, they could try having a contest where people sign up, giving personal info, for a chance at an all expense paid weekend in the Pakistani mountains with bin Laden :-)
Lastly, it is usually possible to find out what sites you have visited if someone has physical access to your computer.
azzam clearly states on their site that all Muslums should visit through anonymizer.com that was the main reason I was asking. I do not want anyone watching me thinking that I support this scum but I do visit the site to see what kind of slander they are reporting.