I run Adsense ads on this site, and Google expects me to let you know that that affects your privacy.  In a nutshell, here's how it works:

1)  Third party vendors, including Google, use cookies to serve ads based on your prior visit(s) (one can only dream!) to my website.
2)  Google's use of the DART cookie enables it and its partners to serve ads to you based on your visit to this site and/or other sites on the Internet.
3)  You can opt out of Google advertising here.