From the article:
While most online advertising revenue comes from banner ads or sponsored links that accompany search results, firms are focusing on adding more dimensions to their ads, as with games. To do so, they’re collecting detailed information about people’s habits, what they search for, what they buy online, what they talk about in e-mails — and create a kind of profile that includes a person’s gender, age, demographic and product preferences.
Microsoft has also entered the in-game advertising space today by purchasing Massive, a company that provides the technology that inserts ads within games. The above article has more, as does this New York Times story.