You can choose to append personalization variables to the destinatinon URL by going to My Options --> Click Tracking.
Below is a screenshot:
Here's an example. If your e-mail campaign links to http://www.browniekitchen.com/WelcomeVisitor.html, then the e-mail recipient's browser will go to the following when the link is clicked:
If box is unchecked:
http://www.browniekitchen.com/WelcomeVisitor.html
If box is checked:
http://www.browniekitchen.com/WelcomeVisitor.html?
MassEmailID=24343243&email_id=98434&emailaddress
=john@doe.com&FirstName=John&LastName=Smith&
submission_date=1/1/08&confirmed=True
Therefore, checking the box allows you to program your web page to display a personalized message to the recipient based on the variables in the URL.