A lot of websites will track or monitor what you do or where you go online. Basically, so that the authors can get an understanding of their audiences, so that trends can be gathered for additional content, advertising or any other type of profitable gain.
There used to be an Internet Explorer Add-on called EyeDecide, many years ago, which allowed you to stop certain websites loading monitoring cookies or scripts.
Well, for FireFox, here is Ghostery!