http://survivalblog.com/2012/03/imp...cookie-caper-and-the-vpn-imperative.html

Interesting article about tracking cookies...and how to cover your tracks.
I don't know how much truth is here, or how much concern there really is.
Maybe someone here understands more.

From the article:
It has come to my attention that from August of 2011 to November of 2011, the FBI secretly redirected the web traffic of more than 10% of SurvivalBlog's US visitors through CJIS, their sprawling data center situated on 900 acres, 10 miles from Clarksburg, West Virginia. There, the Feebees surreptitiously collected the IP addresses of my site visitors. In all, 4,906 of 35,494 selected connections ended up going to or through the FBI servers. (Note that this happened several months before we moved our primary server to Sweden.) Furthermore, we discovered that the FBI attached a long-lived cookie that allowed them to track the sites that readers subsequently visited. I suspect that the FBI has done the same to hundreds of other web sites. I find this situation totally abhorrent, and contrary to the letter of 4th Amendment as well as the intent of our Founding Fathers.