How could Sony know where I live?

Do they think they'll obtain a court order to get my address from my ISP (via my IP)?

Do they want to do the same to get my address from the company that delivered it (if it's not bought in store)?

Do they take my address when I register with the service (Nowhere Street, Anytown or just fake a real one)?

Or do they have sophisticated transmitters that connect to Sony's spy satellite network and relay the location of every PS3 in world back to central HQ as part of their efforts to make their customers more hostile towards them?