Spybuster's Mythbuster #423 - Shotgun Mics

Contrary to popular belief, shotgun microphones do not pick up sounds over long distances. They are made to focus on a small area and reject unwanted sounds coming in from other angles. Holding a paper towel roll to you ear has a similar effect. The usual working distance for a shotgun microphone is 3-6 feet from the sound source. (more)

It is actually the parabolic microphone which is associated with eavesdropping. (more)