How did I get a cookie from doubleclick? Ive never been there!
In section 3.3, we’ll see that a server cannot set a cookie for a domain that it isn’t a member of. However, almost every Web user has gotten a cookie from “ad.doubleclick.net” at one time or another, without ever visiting there. DoubleClick and other advertisers have employed a clever solution that enables them to track users and serve media content without violating this rule. Most sites on the Internet do not keep their advertisements locally. Rather, they subscribe to a media service that places those ads for them. This is accomplished via a simple HTML call to the media service. When a page is requested, it is assembled through many HTTP requests by the browser. First, there is a request for the HTML itself. Then, everything the HTML needs is requested, including images, sounds, and plug-ins. The call to the media service is an HTTP request for an image. Once the request is made to the media service, it can return more than just an ad. It can also return a cookie.