That is, of course, only IF the advertisers obey the Do Not Track signal in the browser. Which, why would they? As far as I know there are no penalties associated with breaking the tracking rules, so advertisers can still gather all the data they want and use it or sell it or do whatever they want.
The only surefire way to stop them is to run a lot of secure protocols like Ad Blockers, anonymizers, NoScript, Ghostery, etc. And even then you are not 100% safe from being tracked.
Microsoft ticks off advertisers with IE10 'Do Not Track' policy | Microsoft - CNET News
Microsoft's decision to turn off Web site tracking by default in IE10 is not sitting well with advertisers.
The Do Not Track feature prevents third-party Web sites from tracking your online activity. Web sites that receive the Do Not Track, or DNT, signal from your browser are supposed to honor that request, just as telemarketers are not supposed to call people on a "do not call" registry.
The ability to know where you go and what you do online concerns many users and privacy advocates. But advertisers use such information to determine how and where to target their ads.
Such an option can be enabled or disabled in the browser but has always been disabled by default, allowing the user to make the decision. IE10 in Windows 8 would be the first browser to ship with the option turned on. The Digital Advertising Alliance, which represents advertisers, said it had agreed to honor the DNT policy as long as it was not enabled by default.
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Ad companies are supposed to start honoring DNT requests by the end of 2012.
But so far they've only agreed not to use the information they collect about users, while the Federal Trade Commission wants them to stop collecting the information in the first place.