Cookies are files placed on your computer by web sites, and they can be used to track your movements online. Many of the large advertising networks use cookies to see what kinds of sites you visit, so they can target their ads to your interests. If you would like to opt-out of this kind of tracking, here’s a site to do it:

Network Advertising Initiative

Simply check the advertisers from which you wish to opt-out, and you’re all set! You may want to visit this on a fairly regular basis, or if you delete your cookies for some reason, because you have to accept their cookie in order to opt-out.

For even more ways to opt-out of advertising, see this article: World Privacy Forum’s Top Ten Opt Outs