Albert - nearly everyone out there tracks browser usage, so attacking FedEx for this is just tilting at windmills. Many sites plant site cookies not to track browser usage, but to store information about what you were interested in when you last visited that site, and use that info to tailor your next visit. In many cases, its completely benign and is done as a convenience for the customer. Doubleclick, however, is in the business of tracking your web browsing and I, like you, tend to remove these cookies when I discover them. Unfortunately, the doubleclick ads bring in revenue for the site, and as such tend to show up a lot on the web.
There are things you can do to protect yourself if you're concerned about having your browser usage tracked. Unfortunately, IE doesn't provide much in the way of convenient protection, so I use one of the Mozilla variants instead (Mozilla 1.2, Netscape 7, Phoenix*, Chimera) that allow you to selectively block cookies from domains you want to avoid (like ad.doubleclick.com). Not a huge amount of protection from the zillions of cookies out there, but at least I can stop the most pervasive ones.
Sadly, with respect to having our web usage tracked, catalogued, and analyzed, I think we've pretty much already lost the battle. But, I like to keep up the fight anyway, if only for show ;-).
* Phoenix is my browser preference. You can find it at http://www.mozilla.org/projects/phoenix/phoenix-release-notes.html