I finally got around to playing around with the SQL 2008 Data Collector. I got the database set up, ran some tests, and everything seemed to be going great. Well, there are a few jobs that get created when you set up the Data Collector. Since I use this machine for presentations, I wanted to go ahead and clean up the jobs so I could have a clean Instance for my demos. Easier said than done. Turns out that once you set up the Data Collector, the jobs are there for good. I did some searching and found this Connect entry (Here). Hopefully the capability will be added to remove these jobs in a future release, but for now, just be aware that if you set up the Data Collector, you may be stuck with some unwanted jobs on your system.