I've been vaguely aware that website were passing information to each other, as I noticed that if I visited crucial.com to look at memory then I'd see more Crucial adverts on other sites. Similarly with Dell. Then one day I found a link on a site next to an advert (unfortunately I didn't note it down) which gave more information on why I was getting these Crucial adverts. It was easy to understand and very upfront about how it used information from other sites to display relevant adverts.
Here's what you get if you visit the following sites:
The most circles appeared when I visited bucksfreepress.co.uk (one of the red squares with a yellow i in the middle). I guess it's a sign of a struggling industry that it has to try so hard to be clever with its advertising.