When I visit a web site, sometimes it would get my email address and start sending emails to me. I wonder where it gets it from. Registries? An Outlook setting?

Have any specific examples? Websites won't just get your email address unless you give it to them, you have some spyware/malware/virus/trojan thats getting it, or some scanner picked up your address from some site you gave it on.

There are a lot of things that can be read via your browser, especially if you're using Internet Explorer. Check BrowserSpy for example scripts.

I understand that a script, spyware etc could send my personal information out throught the internet. What I would like to know is where those information are stored. If possible, I could change those information e.g. email address to make the spyware send out wrong information of mine.

Rather than trying to make spyware send out "wrong information", you should be removing the spyware.

Of course you could configure all your programs with some fake email addresses and you could never, ever type your real email address on your own computer..

Better just not use Internet Explorer (ever!) and get rid of spyware. And don't visit those s****y websites again.