Heya Brenda,
As the others have stated this is part of a "new" beast. Over the passed several years several advertising companies/programs have begun to pop up that installs software on your system without consent. Or through an exploit in security browsers.
These programs are responsible for "random" pop-ups (generally based on web habits), tracking of online habits, and general nuisance activities. You've probably seen several versions of spyware already (Gator, Bonzi Buddy are just two examples).
In response to this several programs have been created to check for and remove spyware/adware.
Spybot
Adaware
Microsoft's Beta (Formerly GIANT)
Microprose
Spysweeper
These programs are not "malicious" in intent but cause general problems and havoc for users (Eating bandwidth and random pop-ups). Not to mention that many users feel it is an invasion of privacy to track how they spend their time online without express consent.