Are you concerned about your privacy in relationship to Internet advertising? The Network Advertising Initiative (NAI) offers a tool that allows you "opt out of behavioral advertising" that is utilized by its members.
This is not all an encompassing tool, there are a lot of caveats, but it does offer some control over your online privacy. It doesn't allow you to opt out of web advertising, it only allows you to "opt out" of the behavioral advertising delivered by its member companies.
Behavioral advertising is used to precisely target Internet advertising at you based on your surfing habits. These companies track you by placing their ads on web sites and using their cookies to track where you're surfing.
To opt out of an NAI member's behavioral advertising program, go to the tool, check the box that corresponds to the company (or press the button labeled "Select All"), then press the the "Submit" button. The Tool will replace the specified advertising cookie(s) and show your opt-out status.