Maybe I'm being a little naive, but something happened last night which was quite unexpected. I'd just logged out of Hotmail, and naturally, I was directed to the local MSN website. Running across the top of the page was a banner ad for some wretched marketing company in the UK - and, bless my soul, the damned advert tried to set a cookie for that site! I had expected MSN to try and set one, but not some &*&&^%$ third party I never ever visited and never will! (Except to find out who the scumfilth were, of course.) Sooner or later, some lowlife is going to offer this "marketing service" to profilers - ie, "Hey, everybody, pay me some money and I'll drop a whole bundle of third-party cookies on any unsuspecting user who runs across my banner ad". Blimey, it's like saturation bombing! I'm surprised MSN allows this kind of practice on their websites. No...no, I guess I'm not surprised at all....
I'm guessing that either MSN doesn't know about this practice, or they have changed their advertising policy. If I remember correctly, there was some press release about MSN banner ads, and your privacy...