Umm... you may not have known it but websites have frames and other jazzy things going on. An iframe could have placed it when you were at some other marketplace.
Advertisements are famous for their iframes and such.
But none of the sites I went to had any connection to JCPenney .. but I suppose that may not matter ..??
But .. some days I don't go to any websites - I'm busy working on Word or Excel - then what .. where do the cookies come from then - because I check it everyday before I turn off my computer.