Personal nfo tracking files

Recently I was visiting what I thought was a respectable web site and
suddenly I started getting pop up IM-type messages of a sexual nature.
They were in the form of contact invitations and all of them said they
were from my zip code. If I visit an electronics vendor's site, it
already knows my zip for computing the best price available on an
item. After a visit to a cooking blog, I immediately received an
invitation via E-mail from the name I recognized as that of the blog's
author suggesting I visit their MySpace page.

I don't use any app whose purpose is to store personal information for
easy retrieval in an effort to avoid the very situations I am now
experiencing. I am diligent in my settings to have all temporary
Internet files deleted when closing a browser. I also use third-party
software to monitor malware and data mining files on the system. I run
this software EVERYTIME I log off of my browser. Where is the breach
that shows personal information such as my zip code and E-mail address
to others? I need to correct it.

Thank you.