There are several evil companies on the Web
which are extremely interested in monitoring which websites you have visited, how long you have spent, what you have clicked on, and so on.
Here's some info on a few that I know about..
You may have heard of the DoubleClick
company, who are big in the world of Web Banner Advertising - they install a cookie
on your machine so that every time you visit a site carrying one of their banner ads, their adserver
can identify you (only by an ID number and your IP address, not your email address thankfully) and it adds this to a database. Next time you go to another site with a DoubleClick banner, the adserver knows what sort of sites you've been visiting and serves you with an ad that is supposedly tailored to your interests. Hmmmmm
Well, the quick solution to this one (and almost all banner ads, in fact) is a beauty of a program called AdFilter. You could also disable cookies in your browser, but that tends to interfere with sites that you actually like (such as E2). You can also ask DoubleClick for an opt out cookie, see www.DoubleClick.Com for details, but it doesn't save you from the ads.
(I see Lometa has done a far more in-depth node on this here - cool!)
Even Worse Companies
It is a trivial matter to program a parasite that hacks into your browser (currently IE
) and records your browsing, so not surprisingly several companies have written them. These programs stealthily install themselves as part of several popular applications. Thankfully, there is also a company that currently gives away a tiny program that detects and removes them - see http://grc.com/oo/program.htm