If you're not comfortable with this, you'll have to head to http://att.com/cmpchoice, log into your account, and opt out of each service (there are a bunch!) you don't agree with...for every device you use. I'm not an AT&T customer, but according to comments in the announcement of the policy changes, the opt out process is a navigation nightmare.
Note that Verizon also collects and sells aggregated user data and requires you to opt out rather than in (here's how to do that), so AT&T is just following suit.
Still, it's really annoying that carriers are doing this and forcing you to jump through hoops to keep your data out of their money-making advertising schemes.
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