In response to increased privacy concerns of directed advertising many of the major internet advertising companies have created an Opt-out policy. I have no idea if it actually does any good, but you may want to try it if the issue matters to you.
http://networkadvertising.org/
I do note that the immunize function of Spybot does interfere with the creation of the Opt-out cookies that are created by several of the advertisers.
http://networkadvertising.org/
I do note that the immunize function of Spybot does interfere with the creation of the Opt-out cookies that are created by several of the advertisers.