How often are you cleaning the cookies out of your computer?
How many know what cookies are? Cookies are small bits of computer code that are temporarily installed on your computer from the websites you visit.
Some cookies track all of the websites you visit and report back to the original source code. That is one of the ways that you get those ghost ads for what you bought on Amazon the day before.
To keep more of yourself private you should be flushing your cache regularly and deleting your cookies.
SpyBot and AdAware have tools that can assist you with this process. I have and run them frequently on my systems.