Thanks, rmagent11!
Went through my cookies and found such painfully obvious names as: 'spylog' from Russia.

Someone just handed me this URL for a freeware that is supposed to check your system for these kinds of cookies and programs. Thought I'd pass it on. It does look interesting, though I have not yet tried it.
http://www.lavasoft.de/
It is the first link on the page. Apparently these folks have been getting attacked themselves.
If anyone else has used this and can tell us anything about it, please...?
E.

---snip from your article--
Usual method for this kind of information gathering is the use of the electronic cookies, a small software file that allows an Internet site to identify a specific computer which logs on. If their use is announced to the site visitor, as the policy of their use requires, cookies can make browsing more convenient by enabling the sites to distinguish particular user preferences. However, because it can track what kinds of web sites are frequented by a specific computer, cookie can spy on whom you contact also.

Of course, there are also other files installed, some of them are real, live programs that run and communicate over the Internet on their own.

So when you, while acting anonymously, get too much pop-ups in your face and your friend does not, this means that the advertising company computer has recognized you, thanks to it’s cookie , as the unwanted visitor, regardless of what the board owner thinks.

Or, when you try to post on the board on which you have successfully logged in and get "You are banned!" message, and your friend using your password does not, this means that the advertising company computer has recognized it’s cookie and changed your password so the board server recognizes you as the unwanted visitor, regardless of what owner of the board thinks.

Or, when you find that, for you, the site you own does not exist at all, this means that you have a higher quality cookie-like file that was placed on your computer by the real Internet junction operator, which is called Carnivore.