The scorecardresearch call is a beacon used by ComScore for tracking activity of site users for the owners, a bit like Google Analytics.
Where Comscore differs from Google Analytics is that it also uses panels of people who have agreed to have all of their internet usage monitored, and provided information which can't easily be gleaned from raw server logs (age, earning power, etc).
Comscore add this demographic info to the raw stats (page views, time on site, etc) and extrapolate to provide reports for site owners of things like typical age profile of their users, earning power, site usage, etc. This information can then be used by the site in question when trying to sell advertising space, as media buyers generally tend to trust third-party data providers like ComScore ahead of a site's own internal numbers when it comes to traffic, user base, etc.
Regarding your privacy concerns, while it would certainly be possible for comscore to be sending the content of private discussions back to their servers and analysing the content therein, this would require them to tailor a specific analysis package to that particular site. Additionally, according to their site:
For web tagging, participating websites agree to deploy a special code throughout their sites. Again, no personally identifiable information is ever transmitted by, or linked to, the web tags.
So, while it's technically possible that they may be gathering some form of nefarious data, it's unlikely, so something I wouldn't be hugely worried by. That said, there have been issues in the past where they have used some less-than-savoury attempts to get as much user information as possible:
Ben Edelman, a Harvard researcher, alleges that there are cases where comScore software has been installed on users' computers without their knowledge. comScore admits that it was in discussion with DollarRevenue, a company known for distributing spyware. However, comScore says that no contract was ever signed, and that once it realized DollarRevenue was distributing comScore's software months later, it took steps to prevent the DollarRevenue-distributed software from sending data to comScore.
It's main use is just to get attention - a reminder that you know them on Facebook.
Mark Zuckerberg once said during a Facebook webinar:
When we created the poke, we thought it would be cool to have a feature without any specific purpose. People interpret the poke in many different ways, and we encourage you to come up with your own meanings.
Source: http://en.wikipedia.org/wiki/Facebook_features#Poke
Best Answer
When editing your privacy settings, you can use the "Customize" option, which lets you choose your own settings for who can view it, e.g. Just certain networks you're in or just yourself. Those (and more) options are filed under "Other".