the internet is the same medium of advertising as newspapers, magazines, billboards, radio, and now TV with the big exception that with the internet and places like Facebook, the advertising can be directed directly to the consumer's preferences. Cmillers, experience with Newegg.com and then visiting TR is a prime example of directed advertising. Cmiller looks at electronic pianos on Newegg.com and other sites that allow Newegg.com to advertise on their site can specifically direct the advertising to the individual to entice that person to buy.
It's why Facebook's IPO was valued at $50 billion when really it's only worth a fraction of it. Advertisers can get demographic information and more importantly, peer demographics directly from those who use the site, where all other advertising mediums simply were like the analogy of mud on the wall or spam email. Throw enough out there, some will stick.
Now, the internet allows advertisers to direct advertising campaigns directly at the individual to entice them to buy a product they looked at at one site, while on another. Didn't buy on Newegg.com but visit TR, Newegg can offer a discount. Don't take the bait on TR, visit PCWorld, or any CBS affiliate, there will be another offer for a discount to buy the product you looked at.