http://www.networkadvertising.org/managing/opt_out.asp
When you opt out of a network, the participating network will assign you an opt out cookie. When you visit a website that indirectly loads these tracking pages, it will check to see if you have their opt out cookie. If you do, they will avoid assigning you their tracking cookie.
These tools basically help you manage and persist the opt-out cookies so that when you clear your browser's cookies, the browser doesn't remove these opt out cookies.
All the participating networks provide an URL that tell you whether or not you have their opt out cookie. If you do, they will redirect that request to: http://www.networkadvertising.org/verify/cookie_optout.gif
Otherwise, they will redirect you to image that says you have their tracking cookie. You can subsequently use javascript to inspect the dimension of the image to determine whether or not you have opt out of that network.