What you're talking about is known in the industry as "third party tracking cookies" and you're right, they can be more than a bit weird when you search for something then ads for that very product show up everywhere, on newspaper sites, hobby sites, even your own Gmail account. What the deuce??

The way this works is that there are third party ad servers that these sites are sharing and those use a tracking cookie, a small snippet of text data that uniquely identifies your browser. The ad server software then uses that to track and correlate your activities across multiple sites, whether it's a shopping site, news site, sports site, or whatever else you may visit. Imagine that on these sites -- including this one, Ask Dave Taylor -- there are small pieces chopped out that are actually filled by a third party system. Indeed, the ad on the left here is filled through the Google AdSense system, and as I write this, I have no idea what's going to show up when you view this page.

Mostly this behavior is benign and I do subscribe to the view that if ad targeting is done well it's a benefit, not a problem, but I can also completely understand how you might see things differently. If so, no worries, you can block third party tracking cookies in every modern browser nowadays, whether you're on Windows, Mac or even Linux.

For Windows 7, the most popular browser is Internet Explorer (aka "MSIE") and it's pretty straightforward to get that set up properly...

Launch Internet Explorer, then look on the top right for the 'gear' icon. It's just below the "X":

Click on the gear and a complex set of menus appear. Choose "Safety"...

The subchoice you want is "Webpage privacy policy..." though there are other ways you can get to the specific spot we seek. Let's do this so you can see what cookies you already have saved in your browser. Select that and here's what shows up:

I have a lot of cookies, but notice that the seven shown are all associated with my last visit to the Washington Post Web site. Sheesh.

Click on "Settings" to see what you have set up. Take a deep breath, it's a complicated window:

The main thing to pay attention to here is the vertical slider. Mine has my privacy set to "Medium" which is the default, but it's smart to move the slider up and down and read the descriptions of the other privacy options. In fact, after reviewing it myself, I moved up to "Medium High" (sounds like we're cooking a steak here!)

Before you leave this window, consider enabling the pop-up blocker and selecting the option to "never allow websites to request your physical location". Even reading about that rather creeps me out too, but I know that when a Web site does request my location the browser prompts me whether I want to accept it or not, so it's not quite as scary as it may seem.

Looks good? Click on "Apply" at the bottom of the window to make the privacy settings permanent.

One more step. Click on "General" on the top set of tabs too, so you can clear out the cookies you already have set up. Once you're here, click on "Delete..." in the Browsing history area:

Nothing's deleted yet, we're just exploring.

If you do want to axe all your browser cookies, however, you can see that it's just one of the many categories of usage data you can wipe:

A lot of people are concerned about the privacy implications of tracking cookies, and rightly so. There might be 10,000 Web sites that use it ethically and appropriately, but it only takes one site to exploit and misuse it to make everything become rather alarming, and for that reason alone I recommend you carefully consider the different privacy options available.