Go here if you want to opt-out of behavioral advertising, which is the sort that follows you around the web and serves up ads based on your browsing preferences. It's done by storing cookies, and unless you're extraordinarily tidy you're going to have at least a few you don't want and probably didn't know you had. There is a very long list of behavioral advertising networks, and they all want to get their cookies onto your computer for one simple reason - it's been claimed as proven that behavioral ads are considerably more than twice as profitable as those routinely served up to everyone, regardless of their browsing habits.
Now since you might be wondering why an advertising organization responsible for supporting the very thing it's offering an opt-out from would go to the trouble, thereby potentially shooting itself in the foot, the answer appears to be that it also wants to take the opportunity to remind you that opting out is a bad, bad thing.
See, advertising is what they describe as the basis for the economic model that allows everyone to offer free content. In other words, if you opt out, before long there won't be any free content for anyone, any more. You'll be endangering "the advertising engine driving the growth of the internet", too, with the clear implication that opting out also leads to stagnation and the end of new ideas. And it'll all be your fault.
Still, if you're determined to bring down the web by destroying the ad networks responsible for providing the free content and the constant growth we've come to know and love, so be it. And here's the place you can do it, as long as you understand the appalling lack of responsibility that your antisocial behavior demonstrates.