Does that mean if you leave a website and go to another website the second website you visit will know what website you left.
If you click a link in a website and go to another website, the other website can know where you came from. But if you visit another website by typing in the address bar of the browser, it wont know. If some one clicks the link of your frihost signature and visits your website, you can know that he came from frihost.
How would I code this into my site. I'm more interested in how this is done rather than doing it myself.
Some sites really do that? I haven't encountered one yet.
The closest I've seen is google's cached pages.
I think that phpBB forums also highlight the google keywords by default. Although it could be that Google sometimes doesn't share the keywords anymore (by redirects, ...).