An article on The New York Times describes how advertisement networks follow you around on different web sites.

The shoes that Julie Matlin recently saw on Zappos.com were kind of cute, or so she thought. But Ms. Matlin wasn’t ready to buy and left the site. Then the shoes started to follow her everywhere she went online.

According to new studies, people often understand that advertisement are necessary to provide free services on the Internet. But only a few know the extent of behavior analysis being performed today by advertisement networks. Only 25% believes that on-line mail services such as Hotmail and Gmail displays targeted advertisements based on the actual content of the e-mails you write and receive. 16% thinks that this practice is illegal.