For example when you are logged into your facebook or google accounts, and you are browsing other web pages in other tabs, if these web pages have a facebook or Google+ button, they will send info to Facebook or Google about you browsing this page and Facebook or Google will internally tie this to your account to later send you ads targeted towards your interests.
I think it is not just when they have a facebook or google+ button. I am unsure if Google analytics does the same or not.
Ghostery and DNTMe also block your browser from contacting other ad networks that are trying to profile you. They do not attempt to block all ads though (like the AdBlock plugin), they only prevent ad networks to profile you to send you targeted ads.
In a nutshell, from the DNTMe website:
Another unpleasant thing about Google is that they even scan your gmail emails to do the same thing. Nothing Ghostery or DNTMe can do about that. Same for the info you volunteer to your Facebook account...When you visit a website, that site tells your browser to contact all sorts of other companies to get information about what you do and who you are. DNTMe stops that data collection from happening by preventing your browser from communicating with these companies.
These companies are truly keeping a profile of you (invisible to you) on their servers, and they use it for advertising purposes. I also think that law enforcement can subpoena all these companies to surrender your information, emails, profiles, etc under some circumstances.
More from the DNTMe website:
The new DoNotTrackMe is more than just a makeover and new name. The app lives in the toolbar now so you can turn it on and off if it breaks a site you're browsing, and actively shows you what's been blocked on any given page. You can even dive into the details to see exactly what data they're trying to obtain and choose what you're okay with and what you want blocked. The extension also keeps social buttons and plugins active instead of removing them like similar extensions do. However, DoNotTrackMe blocks those social plugins from working until you click on them.
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