Sharing settings can be adjusted on the Data Sharing Settings page. This page is also available via the Privacy link at the bottom of every commenting embed.
Alternatively, you can opt out by turning on your browser's "Do Not Track" (DNT) setting and Disqus will recognize these requests.
Note that Disqus does not recognize the DNT requests in Safari 7, but you can still opt out using the primary method on the Data Sharing Settings page
Forums can disable data tracking for their forum via the Tracking setting on their forum's Settings > Advanced page.