Did you ever get the impression that Big Brother is watching every move you make on the Internet? If you check your cookies you will see exactly how many Big Brothers are indeed following you around the Information Highway. You can opt out of this tracking in many cases, but it's a big pain. Here are a couple web sites that will do it for you painlessly.
http://www.privacychoice.net/
http://www.networkadvertising.org/managing/opt_out.asp