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Many Web sites -- or more accurately advertisements posted to those sites by third parties -- place such files on visitors' computer hard drives and use them to acquire useful marketing intelligence.
Web bugs can be even more invasive. They are little pieces of Web code used mostly to track people's online behavior. Bugs can, however, be written to reach across the Internet into unprotected computers and steal files.
? I don't do any PPC, so perhaps this is an elementary question. What is a 'web bug'? I have never heard that term.