To quote Intego: "OSX/OpinionSpy is installed by a number of applications and screen savers that are distributed on sites such as MacUpdate, VersionTracker and Softpedia."
Back in March we said that Macs are generally safer but that doesn't mean more secure: "Houses located in a safer neighborhood are not technically more secure from burglary. Most of today's Macs just happen to exist in a safer online environment and aren't being targeted by cyber-criminals. Criminal's return on investment is simply better in the PC world."
Looks as if another threat is checking out the neighborhood.
Our F-Secure Mac Protection Beta, available here, detects the spyware as Spyware:OSX/OpinionSpy.A and Spyware:OSX/OpinionSpy.B. You'll find the release notes here.