Makes me feel good to hear that someone is fighting these "spy guys." For newbies there is a way to selectively block "cookies" that these advertising companies use. A cookie is a small file they put on your hard drive when you surf to their site (or someone else's). The cookie contains information about your computer . If you don't won't their cookies on your computer do this. With Internet Explorer open,

1)Click "tools" on the top tool bar,
2)on the drop down menu select "internet options"
3)on the internet options dialog box click on the "privacy" tab,
4)At the bottom of the dialog box that will pop up is an "edit" button-- click that
5)that brings up the "per site privacy actions" box
6)in the address of web site window type the address of the web site you want to block cookies from. For example, www.doubleclick.com or www.webtrends.net.
7)When you're through entering names click the "block" tab.
8)Then click the "OK" button

You're done. If an advertising company you've blocked tries to put a cookie on your computer, it will be blocked.

This way you can selectively block advertising company cookies without having to change your overall IE security settings. I'm sure other browsers have options like this.