The site in question is Spokeo.
I just found out about this, and it really pisses me off. It has all the private data they could possibly mine about you, your friends, and your family. It doesn't even honor unlisted numbers, some of which are unlisted for very good reasons.
I'm a private person. I don't have a Facebook, a Twitter, any of that sort of thing. I have an old MySpace under a joke name, for talking to people I know in real life.
The good news is that there's a "Privacy" link at the bottom of the page, and they will remove your information from their site. But they may re-add it in the future, so you have to keep your eye on them.