“Targeted advertising across different websites is possible because of ad networks that work together. These are groups of companies that share your information with each other, so they record what sites you’re visiting and what products you’re researching. The tracking is done with a “cookie,” or a small data file the ad network puts in your browser.
The ad networks compile your online activities over months or years to fill a database of your likes and dislikes, which could be a privacy concern. However, out of the dozens of ad networks around, only one includes Facebook, which raises more concerns.
Fortunately, there’s one good thing about ad networks. Instead of visiting every company in the network and telling them you don’t want to be tracked, you can just opt out of the ad network, and it applies to every company in that network. Facebook and 176 other major companies are part of the Digital Advertising Alliance. You can use a tool on the DAA’s website to opt out of “online behavioral advertising.” The tool will scan your computer to see what companies are already customizing ads to target you. It can also tell if you’ve opted out of any online tracking for those companies in the past.”
Here’s the link to use the DAA’s tool to scan your PC, so you can then opt out. http://www.aboutads.info/choices/
I just did it and found 103 advertisers tracking me that I opted out of.