From time to time I come across or get information that is important and that I think can help people. The following article discuss how you can limit how much people can track you on line. http://online.wsj.com/article about tracking what people do online.
This article tells about how companies can track (almost) every step you take while you are browsing the internet. My web sites (and many others) does not have any third party cookies being set so nobody will be able to follow you there.
To track a person, the company will be using cookies to see what web site you were at, and can in some instances also see what you were searching for at that web site. The easy way to prevent this is to disable third-party cookies so that only the web site you are visiting is allowed to save a cookie. A cookie keep you logged in to a web site, and bank web sites (as an example) will most likely be a little difficult if you disable them, so I don't recommend to deny them totally. Just deny the third-party and you can surf around with less information about you being stored by other companies.