from WIKIPEDIA
Tracking
Tracking cookies may be used to track internet users' web browsing habits. This can also be done in part by using the IP address of the computer requesting the page or the referrer field of the HTTP header, but cookies allow for a greater precision. This can be done for example as follows:
Third-party cookies and Web bugs, explained below, also allow for tracking across multiple sites. Tracking within a site is typically used to produce usage statistics, while tracking across sites is typically used by advertising companies to produce anonymous user profiles (which are then used to determine what advertisements should be shown to the user).
