Desirae, they usually do this by installing "spy ware" when you visit sites on the web. What I have done is install, for FREE, a program that cleans spyware and tracking cookies. It's called AdAware and you can download it for free at Geeks.com. I run mine every night if not more often.

There's also another one called Spybot Search and Destroy which is stronger, but the last time I used it, I had to run a recovery on my computer. BE FOREWARNED! Another one they'll try to get you to download is SpyDoctor. DON'T DO IT! Just scroll down on that page and you'll find the downwload for AdAware.