I've seen this before. A bit back, an IT recruiter contacted me about a position available with New Balance's E-Commerce division. I had never been to their site before, so I checked it out. I passed on the job, but ever since then, I see NB Web Express banner ads all over the place, and I don't ever remember seeing them in the past.
As far as the cookies themselves go, it doesn't really bother me. If I want to go someplace truly anonymously, I know how to do so, but otherwise I don't really care of someone can see part of my browsing history. I've got a family member who is completely paranoid about the stuff, even though she doesn't even really understand what a cookie actually is (and I've tried explaining it numerous times).