You're the one who sent an HTTP request to a web server. They're only "tracking" requests your browser makes to them. If you don't want a site tracking you, stop sending them data.
I can and do control many of the requests a website tells my browser to make. I deny javascript. I deny cookies (strictly speaking I have cookies deleted when I close the page). I deny flash. I deny third-party objects. I do this because I have knowledge about them (and just the right amount of paranoia about other parties). I lament the fact that other people don't and bitch about it when appropriate.