KMPH Special Report: Cyber Spying, Who's Tracking Your Clicks Online?

Did you know people could be spying on your every click, when you're shopping online?

You may have heard of "do not track," or seen new privacy options on your Internet browser and even on web ads.

But, just what does it all mean?

Online shopper Mario Almonte was shocked the first time he surfed the web for a certain product and then saw an ad for the very same thing pop up on a different website!

"I suddenly felt like I was being followed, like you're in a dark alley," said Almonte.

Experts say he's right. Consumers are quietly being followed, even targeted, when they browse online.

This specialized software let's you see for yourself how you're being tracked while you surf the web.

"That's all being stored and sold and shared among hundreds of different companies," said Edward Felten with the Federal Trade Commission.

The FTC is pushing to give consumers greater control by creating a "do not track" system.

Its goal: to allow you to opt out of online tracking with the click of a button.

Problem is, right now what "do not track" means is still being debated.

"What the FTC has said that do not track should mean that information about where you go on the net is not collected by third parties with narrow exceptions for things like ensuring security," said Felten.

But the FTC says some digital companies, want "do not track" to mean consumers can just "opt out" of receiving targeted ads, but not out of data collection.

"If your business model depends on tracking people online then obviously you'd like that to be able to continue," said Felten.

The Direct Marketing Association says it has to collect some anonymous data to help improve how the web works, and also use it for analytics and market research.

"That's not for targeting, it's for if you're a rent a car company and you're getting a lot of clicks from a particular area you might want to open up a new rental car agency in that area," said Linda Woolley with the Direct Marketing Association.

The Digital Advertising Alliance, or DAA, recently unveiled its "self regulated" opt out program.

You just click on this little icon on behaviorally targeted ads and you can choose not to get them.

But before you do that keep in mind you'll still see ads just not for items you may have searched recently.

"Most consumers don't want random ads about things they're not interested in," said Woolley.

Some web browsers offer new privacy settings which signal to companies you don't want to be tracked.

Mario's giving it a try because, until it's all figured out, he sees it as one way to try and protect his privacy.

"I don't want them following me," said Almonte.

Right now the "do not track" features on Internet browsers are voluntary for companies to follow.

The FTC says it could come to an agreement with digital advertisers for a "do not track" system by the end of the year.