If it's a single-player RPG, yes, you should always ask confirmation before sending information which contains user data (even if it is anonymous). One possible option is having a checkbox in your settings menu along the lines of "collect anonymous gameplay statistics" or something, with a helpful tooltip on mouse hover. It should preferably be unchecked by default. The checkbox needs to be visible or nobody will see it. If at all possible, find a way to display it on first launch when the player is configuring his settings, so that he is at least aware of the existence of this feature (and as such won't be surprised if the firewall informs them your game wants to use the internet).
Once the checkbox is ticked, the game should collect the statistics it needs, and send them whenever it deems appropriate (e.g. after each level, upon closing the game, etc..). If the player unticks the checkbox at any point, all unsent collected data should be erased. A "send" button is not good. People expect this to be automated, and nobody is going to take the time to find the file and send it to you (they will be too busy playing!). The obvious way of doing this is to just send the data to your server. If you have no server, sending an automated email from within the game would work too.
Also, do not continually nag the player about enabling statistics collection, and do not offer special advantages (premium level packs, gold membership subscriptions, beta access codes and so on) to players who enable it. That was a joke, obviously 
At least that's how I would like things to be, and seems to be the safest option from a legal and ethical standpoint.
----
An exception is if you are explicitly targeting video game testers, in which case ignore all the above and your method is fine. In general, testers need to write a (more or less formal) report as part of their work anyway so asking them to attach their gameplay statistics is not really an issue.
