One way they do this is to install malware on your computer if you click on a link to a malicious website. Or download something that turns out to be malicious. Most of the time, you may not even know you have been infected.

One devious trick is to infect your Internet browsers with code that looks for advertisements when a website is loaded.  And redirects that advertisement to a remote website (like porn or whatever.)

(Technical note: basically what they do is install some javascript with the same name as the javascript that the ad expects to run.  Meaning that they have basically replaced the code for the ad.)

This is totally aggravating, and difficult to remove, as it is hard for anti-virus programs and malware detectors to find such code.

Here's a few websites that may be able to help:

Anti-Malware:  www.malwarebytes.org

Anti-Virus:  www.avg.org/free

Eliminating Redirects: http://www.reedcorner.net/eliminating-browser-redirects-and-advertisements/

Adware Removal Guide: http://www.reedcorner.net/arg/