Many thanks for the replies, I am reassured that there is nothing too dangerous here. I certainly have full respect for WPF and only had suspicions of the advertisers.
As a precaution I have installed the cookiewall as recommended in the link from mw_aurora which seems to work fine. I strongly suspect that it isn't necessary and that I have been worrying about nothing. (Having just had a fraudulent withdrawal from my credit card, I'm just a bit sensitive)
Dave
http://astrosnaps.co.uk