the sites that your friend have visited is using or linked to third-party sites which is very common. The sniffer feature of the said program is simply doing what it have to do: to sniff any connections (third-party or not).

To verify, please ask your friend to close 'Net Transporter' then install Fiddler2 (beta) then let her visit the sites and see if Fiddler will record the same third-party sites.