Technically, all those GPL Windows programs that make you click "I agree with these terms" during install for the GPL are wrong to do so. The GPL requires that the user be notified of his or her rights and obligations with the GPL, but users are not required to accept the terms of the GPL because the GPL only applies to persons distributing the software. The installers should require no agreement checkbox, and the button should say "Next" and never "I Agree".
You can do whatever the hell you want with GPL software -- or, indeed, any OSI approved license, AFAIK -- and if you don't try to give it to a third party you don't have to publish squat. It's perfectly legal to have proprietary modifications to GPL code. You just can't distribute that software to anybody else without giving them the ability to get your code modifications.
This is how Google is able to run a custom version of MySQL for their search engine and they don't have to show the code to anybody. They don't have to do that because they're not distributing Google Custom MySQL to anybody in any form.