put in the actual link to the information about collected data from our docs...

put in the actual link to the information about collected data from our docs and set its target to _blank so that it opens in a new window/tab.

resources/frontend_client/app/setup/components/PreferencesStep.react.js

@@ -40,7 +40,7 @@ export default class PreferencesStep extends Component {
                     <StepTitle title={stepText} number={stepNumber} />
                     <form onSubmit={this.formSubmitted.bind(this)} novalidate>
                         <div className="Form-field Form-offset">
-                            In order to help us improve Metabase, we'd like to collect certain data about usage through Google Analytics.  <a className="link" href="">Here's a full list of everything we track and why.</a>
+                            In order to help us improve Metabase, we'd like to collect certain data about usage through Google Analytics.  <a className="link" href="http://www.metabase.com/docs/latest/information-collection.html" target="_blank">Here's a full list of everything we track and why.</a>
                         </div>
 
                         <div className="Form-field Form-offset mr4">