Sophisticated technology advances are delivering new and powerful ways for marketers to collect and use consumer data. These data-driven marketing capabilities present a unique challenge for students, as they will soon be expected to manage consumer data and make business decisions based on ethical, legal, and fiscal considerations. This article attempts to address shortcomings related to the "information privacy gap" in marketing education by providing educators with an online behavioral advertising exercise that they can employ in their courses. This article offers educators an easy-to-implement learning exercise that can help students better comprehend these new technologies and the implications for consumer privacy. Furthermore, we compare two exercises (active vs. passive learning) to assess the outcomes of each approach.