Each and every website you visit tracks your moments across the internet. This is basically done through cookies, URL redirecting and more. Many of the sites then use this data to customize advertisements displayed to you.
If you are not comfortable with sharing your data with third-party websites, you can now try out a new extension called Disconnect for Google Chrome and RockMeIt browsers.
Disconnect stops major third parties and search engines from tracking the webpages you go to and searches you do. It disable tracking on websites and depersonalizes searches on search engines like Google. It also has a nice little counter to show you the requests it has blocked and an option to easily disable unblocking for certain sites.
Disconnect was written by an ex-Googler who calls this service Web2.1 and claims that he is fixing all the wrongs on the web right now. If you are looking to disable third party tracking head over to http://www.disconnectere.com/ and download the extensions for Chrome or RockMeIt.