It's all about tracking cookies, Nima.
Once you visit a site that uses these little beasties, until you remove them they will follow you around. There is a little app called 'Cookie' which has a component that specifically looks for and removes tracking cookies. Available in the App Store for about £10. Worth reading up on their website first (I have no connection to it )
It also removes cookies in general and is more easy to set up than browser cookie controllers.