edit: for example how is this related to $ in any way.

Judging by the tone of your post, you are actually seriously in need of an explanation.

Alright, to see how this relates to money, first you should consider the kind of company Microsoft is and why they would do such a thing. I'll spell things out for you:

• They've already received two hefty fines from the EU—one of 500 and one of 900 million dollars. These fines were given to them because they were found to be guilty of abusing their monopoly.
• They very recently launched a service called Messenger TV, a service that directly competes with YouTube (though it caters to a slightly different audience).
  
• YouTube is owned by Google, which is their fiercest direct competitor in the online services market.
• They have shown in the past that they are perfectly willing to use "unfair" tactics to get people to use their product. Before you say that "any company does that", let me say that this is untrue, as a similar situation would be Google preventing you from getting search results related to Yahoo or Live Search.

Microsoft has never really ceased to show how terrible a company it is. Before this, their most recent corporate abuse was the rigging of the ISO vote on OOXML. The reason why they do these things is because they want to preserve their relevance, which can only be done if they get as many people as possible to be dependent on their product.

I thought I was the only one with that, I wonder what else they're filtering?

Here are some others, according to some guy on Slashdot. Generally, the filtering tool is used to prevent phishing sites from being linked to, so there are likely to be very many entries in their filter.

I'm thinking they'll probably lift the filter in some time. I've already seen news articles being posted on the issue, so maybe they'll decide that they don't like the negative attention.