Web browsing feels like it should be private. After all, it’s just you and your computer, maybe in the privacy of your own home.

The reality is far different. A lot of people are interested in watching every move you make on the Internet, and some of them are very good at it.

Now, spurred by the Federal Communications Commission’s calls to enhance privacy online by providing a “do not track” option, browser companies including Microsoft, Google and Mozilla are taking steps to make it more difficult for advertisers and others to follow your travels on the Web. Whether it will make a real difference remains an open question.

Like so much else, Internet tracking comes down to money. The money that keeps a lot of the Internet going comes in large part from advertisers. And the more an advertiser knows about you, the more it can target ads to your likes and dislikes and boost its success rate in selling you products and services.

It’s a bit like the way those supermarket loyalty cards work. The grocer gets to keep a record of everything you buy, which helps them to decide what products to stock and what promotional offers to send your way. Where it differs from the Internet is that you have agreed to this exchange in advance.

On the Internet, however, there are plenty of people trying to follow your cyber footsteps without your express consent.

It works like this: Downloading a website involves an exchange of information. First of all, when your browser contacts a website, it sends a little bit of information about itself in a “header.” That includes the type and version of operating system and browser you’re using along with your computer’s Internet Protocol address, which—like a telephone number—allows your computer to communicate with others. Your browser then gets information from the site, including the text, pictures and multimedia. Along with that come the little bits of computer code called cookies that help the site work better, remembering your preferences or log-ins.

Besides the helpful things they do, cookies also allow websites to collect information about you. Google, for instance, develops a list of ad preferences for people who use its search engine, which you can look up and edit (www.google.com/ads/preferences). Mine are heavy on computers, technology, Internet, telecoms, news and maps.

In addition to cookies from the sites you purposely visit, your computer also picks up cookies from third parties on those sites. Those advertisers or profilers can then follow you around the Internet and build up a detailed history of where you go and what you look for on the Web. From that information, they are able to construct surprisingly accurate profiles of the income, age, gender, location and other personal information associated with a particular computer.

As an aside, switching to private or incognito browsing mode doesn’t stop that tracking. It only keeps your own browser from recording the history of your Web session on the computer you’re using at the time. Your online movements can still be followed.

Among the browser companies adding privacy features, Mozilla announced earlier this year that its new Firefox 4 browser would allow users to select “Do Not Track” in its advanced options. When you visit a site, the browser would then send a message in the “header” that you do not wish to be tracked. Whether those sites will comply is an altogether different story.

Microsoft’s upcoming Internet Explorer 9 uses a different tactic, allowing users to add so-called “tracking protection lists” compiled by various Web privacy companies to limit advertisers and marketers that track and profile Web users.

For its Chrome browser, Google has added a “Keep My Opt Outs” feature that allows you to opt out of personalized ads and data tracking by a variety of companies. Chrome will automatically add consumer opt outs for new companies who adopt industry privacy standards.

As for Apple, its Safari browser allows users to opt out of third-party cookies in the security section of the preferences menu.

Beyond browsers, you can also go to the National Advertising Initiative and click on the Consumer Opt-Out tab to get a rundown on which advertising companies have cookies on your computer and then opt out one by one.