@yumdelish - That is pretty disturbing, and I don't actually know if Facebook can really monitor what you do on the web in general. Maybe you clicked a 'like' button on some of the sites?
On the other hand there is plenty of evidence that the company use data mining services to make the most of your activity on the site. So if you join groups then the ads will probably be related to thoe content of those.
In my mind this is a modern interpretation of data mining concepts, but it makes sense as social networking sites are such a part of everyday life these days. I'd like to read more about how data warehousing tools are being used in a similar way.