Google released Chrome extension to opt-out of tracking for behavioral advertising, Mozilla also to offer Do not Track feature for Firefox users, well the good news is Do Not Track option will be in Firefox 4 in fact Firefox 4 Beta 11 going to release with this feature.

Do not Track sites option in Firefox 4

Enable Do Not Track for Firefox 4 Browser

If you want to try it now grab a nightly build and

1. From Firefox button>options>click “Advanced” Tab

2. Under General for Browsing section select "Tell Web sites I do not want to be tracked".

By enabling do not track feature in Firefox 4, whenever a web browser requests content or sends data using HTTP,  then HTTP header would be sent with all HTTP requests so all servers know the user want to opts out.

Sid Stamn says “Every connection your browser makes to download content will be send a signal that says  “don’t track me.” Literally it looks like  this to servers  DNT:1.