Just happened to read an article from The Economist on behavioural Internet ad targeting being tested by couple of companies.
For the last 14 months plus, I am involved in targetted advertisements for cars in the internet with a flagship product of the company I work with.
The job is simple, submit to internet search engines, and wait for the click ( he he , I wish so...) but it is dangerous. Lots of underground and background marketing has to be done.
As the article says, customize the advts. based on his searches and views (stepping on privacy ofcourse, which Google/Yahoo don't give a damn).
You would have seen yourself, how these Google engines target advertisements. I received an article sent by a friend on World Friends Week or some crap, and immediately on the top I see adultfriendfinder advt. (tricking you basically) and also the side bar, will be PPC advts. Most of the times, I click all of them and close. Let them water their advt. money! :-) Sometimes, they get paid mroe money, if a person signs up then and there. I was told by Tata AIG folks that they pay Rs 35 per customer signup to Google, not a bad clicks work, while 35 paise is given as commission to the website, that has played this advt. No wonder Google's Market Cap is too much!
There is something called profiling these engines do. If you sound intellectual (like reading NYTimes, Economist), they thing you are starved/nerdy and try to push adult stuff, where they make more money.