I don't know how many of you are already using this, but I just found it. It's a program that blocks sites from installing tracking cookies in your computer. (And it has the added benefit of having made the ads disappear from the sites I visit.) It's called Ghostery, and it's free. It's available for several web browsers:
It's a very short, quick download - and it doesn't slow the computer down at all. If you're on Facebook, though, and play any of the games, you'll need to adjust to allow some of the blocked items, or your games won't work.