Game publishers (and the list is long) are using games that YOU'VE PAID FOR to monitor your in-game habbits and sell advertising spots IN YOUR GAMES to advertisers, among other privacy invasions. You will see things like billboards and posters with ads targeting YOU. This is a fairly new "legal crime" and it's only going to get more agressive.
You MUST read this detailed explaination:
http://nationalcheeseemporium.org/

Highlights:
"After updating my version of SWAT4 to the latest patch from Vivendi, I soon discovered that the game was phoning home to grab posters to place in the enviroment of the game's levels. Not only did it do this for every level that was played, but it also informed the advertisers of how long each poster was viewed, and by which gamer.

With the new patch in place, we played the level again. This time, we noticed the posters were actually advertising real products. One told me of a new show on a sci-fi channel, and the other about a new brand of soft drink.

A timestamp and our session/gamer ids are sent. This sort of information gives the advertisers a more complete idea of how long we play, and at what times of the day, and enough information for them to calculate any patterns. They could even determine what levels are more popular and maybe charge more for advertisers to get advertising space in these levels.

The most shocking part was next. The client contacted madserver to tell the advertisers how long the gamer spent with each advert in their view. This is mapped to the gamer id, so they know which player in the game saw the advert, and when, for how long, and from how far away (by virtue of the size attribute). Even the average viewing angle is passed back.

If this stuff is just first generation, then who knows how invasive and/or detailed this technology could become. It should be made clear that this advertising format doesnt just simply mean putting posters on the walls of levels, but also objects, such as vending machines in the game could be branded by advertisers. For further reading, check out http://www.massiveincorporated.com/. Also take note of the plethora of game publishers they have already signed up, as displayed at the base of their website.

"The dynamic nature of the Massive Network gives advertisers the opportunity to target gamers with different messages based upon geography and time of day. Ad messages are customized to contextually fit each game environment and served to locations within the game which are pre-selected by the game’s creative developers. Advertisers receive daily reports of audience data from the Massive AdServer which provide full insight into campaign delivery and facilitate the ability to adjust campaigns in real time.

Gamers are completely engaged in their play—they are not multi-tasking or fast forwarding ads. Unlike their consumption of television and other media, gamers are 100% focused on the game."

"Interest in video games as a mass medium will grow exponentially as more and more advertisers get an up-close feel for the power that in-game exposure will have on their brands"

"Ubisoft believes that Massive’s dynamic advertising network will play a key role in helping video game publishers leverage their content to create new revenue opportunities in an increasingly challenging global market,” said Jay Cohen, Vice President of Publishing at Ubisoft.

Prevention!!!
In order to prevent this 'functionality', the server can be prevented from being contacted by placing the following lines in either /etc/hosts on UNIX,
or %WINDIR%\system32\drivers\etc\hosts on Windows:
127.0.0.1 madserver.net
127.0.0.1 ad.madserver.net
127.0.0.1 imp.madserver.net
127.0.0.1 media.madserver.net

This doesn't really seem like new news to me, for most of my gaming career i can remember some form of advertisement in quite a few games. I don't see why you're making such a big fuss about it though, it's not like you absolutely have to buy something once you see an ad for it. Just ignore them if they bother you that much.

I'm making a "fuss" because I understand exactly what they're doing. This is not simply buying a game with ads in it, it's a whole new invasive, manipulitive and unethical dynamic system. It's not about you seeing ads in the games, it's about them selling you a game then using YOUR game to make changes to YOUR pc to monitor and target you every second you're in the game.
We all hate spyware, well this is taking spyware to extraordinary new levels.
Don't be sheep, take 10 minutes and research it for yourself, the links are there.

It isnt really a big deal to me.