Read this article if you still believe you've nothing to hide so you don't mind if the NSA and the US government snoop on you.
Update: The Suffolk County (NY) Police Department have released a statement saying that they investigated the people in the story because of a tip-off by a local company that an ex-employee had been googling for "pressure cooker bombs" and "backpacks" while at work, theoretically concerned the now ex-employee was going to go postal using the knowledge gained from searching online while at work. Because that's how crazy people do it. Allegedly.
Updated again: The family have responded to the police report, basically that the information they were given, and the wife's original story as referenced by the article above, is different to what the police are now saying.