[svandamme]

it's no big deal really.. they just pick up on keywords you send out.

It's not like they are storing a diary of you.
May 30 Bob talks to his dad about retirement benefits, send memo to ad department to target focus his advertisments with a Geriatric profile

It works like so

You send out a message with certain keywords
The application drops a cookie on your pc for those keywords
next time you visit an site with ads, the ad engine picks up the cookie and provides matching content.

There's no dark secretive profiling database or anything, it happens on your pc.