Opting out of Facebook sponsored stories ?

I have started noticing "Sponsored stories" on Facebook.
There is a sidebar that says "So and so likes WalMart".
There is a little X you can click to have this ad stop.
If you do, Facebook will tell you :

"Sponsored Stories hidden

We'll try not to show you sponsored stories from Walmart."

 

TRY is the operative word.  Every day, Facebook continues to show me the same sidebar ad, about the same person liking the same stupid company, Walmart.

 

Walmart, please take note of this. I didn't like you before, but now that I see these annoying ads, I like you even less.

 

Facebook, why are you pretending that it is possible to opt out of ads if you going to just ignore the user's preferences ?