When browsing online newspaper sites like OregonLive and NJ.com, users are presented with the following nag screen that requires a zip code, a birth year, and a gender: 

As far as nag screens go, this one's not all that bad.  It doesn't ask for your name or email address.  And I've heard they use the information for targeted advertising, which isn't altogether evil.  But either way, it's annoying, and I hate it with a passion.  When I try to read this simple story, I have no problem accessing the site.  But when I click to go to the next page, I get the nag screen.  The issue is caused by the web browser sending an http referer, which tell the website where I'm coming from.  It's not an inherently bad thing, and many websites use the referer to perform valuable services (not just stupid advertising).  Digg said to just disable all referers, which can be accomplished with a simple about:config hack.  But several Digg comments pointed to the fact that disabling all referers is unfair (boo hoo, poor web admins) and can degrade or disable the performance of certain websites (del.icio.us for example). 

To get around that, there's a Firefox extension called RefControl.  It allows you to block referers for specific websites.  As long as you're morally ok with causing some sort of harm to a website's advertising demographics (I am!), this plugin is the way to go. 

Update (2007-07-06 1:10pm):  Advance Internet is the parent company to the sites that have this annoying "feature", including NJ.com, cleveland.com, MassLive.com, MLive.com, al.com, NOLA.com, OregonLive.com, PennLive.com, SILive.com, Syracuse.com, gulflive.com, and MardiGras.com.