VAT collection by non EU sites

A question that has nagged at my brain in the last few months is "How do non EU companies collect VAT"
You see, VAT or Value Added Tax is europes form of sales tax. It is levied at a swingeing rate of up to 20% on some items so it can be a significant portion of the cost.

European union companies that collect VAT are obliged by law to put their VAT registration numbers on all invoices that charge VAT. Recently however I've noticed that many on-line shopping systems charge VAT to EU customers but don't put their VAT numbers onto the sites or on the invoices making me wonder if this is just a handy way for a US company to extort 20% of sales from europeans.

I have been charged VAT by Symantec and I don't know their VAT number for my company accounts.

Moreover, the rate of VAT isn't in line with the VAT rates in the countries to which they sell. This leads me to believe its bogus too because if there's one thing a tax man is keen on it's getting the percentages right. You see, the VAT rate for Symantec products is 20% no matter what EU country the purchase is made in. Does this VAT collected go into the general pool of VAT for Europe. I suspect not.

If I pay VAT I want to know it's going to the place it's supposed to go or I want a refund if the application of sales tax is just there to enrich the company because they think no-one has noticed.