jenett.radio has a link to a CNET story about people who click on things they may not want to:

Stop! Look before you click.  Mark Hochhauser, a psychologist who specializes in the readability of online documents, explains why Web surfers mindlessly click on contracts that could hijack their computers or make them targets of aggressive advertisers.  [CNET News.com]

It seems ad-supported software preys on people's urge to try to get something for nothing. Do these adware companies appeal to our lowest urges?
Yes. Anything that says "free," people want. But eventually people will realize there's not really such thing as "free" software. It comes with a price--in this case the annoyance of advertising, or possibly privacy violations.

Well said... [jenett.radio]

I actually think this also ties into this basic level of trust people seem to have in the Internet.  It's like the people who will open up any attachment sent to them just because someone told them it was cool or it was from someone they know.  They could have been told 30 times not to open a file called 'foo.exe' but as soon as they see it they can't keep from opening it.