Ok, so this might be a pretty dumb question but...

I have an interview with one of the school districts in my town on Monday. Now, I've heard of data mining before, but is there anyway that they could (or would want to) be able to somehow get a hold of a list of websites that I've been to recently? I was talking with this guy I know, (who is pretty darn smart) and he was saying "yeah, I wouldn't want to go to that site, (talking about a xxx site) and then try and apply for a job!" So is there any truth to this? Can companies get a big list of websites that you've gone to? I know I didn't really format my questions very well, but could someone here shed some light on all of this?