The evolution of digital advertising, which is aimed at a mass audience, to programmatic advertising, which is aimed at individual users depending on their profile, has raised concerns about the use of personal data and invasion of user privacy on the Internet. Concerned users install ad-blockers that prevent users from seeing ads and this has resulted in many companies using anti-ad-blockers. This study investigates the sociological variables that make users feel that advertising is annoying and then decide to use ad-blockers to avoid it. Our results provide useful information for companies to appropriately segment user profiles. To do this, data collected from Internet users (n = 19,973) about what makes online advertising annoying and why they decide to use ad-blockers are analyzed. First, the existing literature on the subject was reviewed and then the relevant sociological variables that influence users’ feelings about online advertising and the use of ad-blockers were investigated. This work contributes new information to the discussion about user privacy on the Internet. Some of the key findings suggest that Internet advertising can be very intrusive for many users and that all the variables investigated, except marital status and education, influence the users’ opinions. It was also found that all the variables in this study are important when a user decides to use an ad-blocker. A clear and inverse correlation between age and opinion about advertising as annoying could be seen, along with a clear difference of opinion due to gender. The results suggest that users without children use ad-blockers the least, while retirees and housewives use them the most.