This http://www.futurama-madhouse.com.ar/scripts/1acv06.shtml from Futurama says it all.

(The setting is in the future, 3000 AD.)
[Scene: Robot Arms Apartments: Fry and Bender's Apartment. Fry is asleep.]
[Fade to: Fry's dream. He is in a packed lecture hall.]
Teacher: Good morning class. I trust you've all prepared for today's final exam.
Fry: Uh, excuse me? I missed a few lectures. What subject is this?
Teacher: Ancient Egytian algerbra.
[She points to the blackboard, revealing it is filled with Egyptian hieroglyphs. Fry gasps.]
Fry: What a nightmare!
Teacher: Mister Fry. Are those your underpants?
[Fry looks down and sees he is only wearing his briefs. He stands up and the whole class laughs and points. Fry gasps.]
Teacher: Young man, I think it's time you learned a lesson about Lightspeed brand briefs.
[She pulls down a poster showing the briefs.]
Voice over: Lightspeed fits today's active lifestyle. Whether you're on the job [Fry is shown at a company meeting wearing just Lightspeeds.], or having fun [Fry is shown with a woman in her underwear.] Lightspeed briefs. Style and comfort for the discriminating crotch.
[Cut to: Fry and Bender's Apartment. The dream ends. Fry wakes up.]
Fry: Oh what a weird dream! I'll never get back to sleep!
[He falls asleep.]
[Scene: Planet Express: Lounge. The crew are sat around a table.]
Fry: So you're telling me they broadcast commercials into people's dreams?
Leela: Of course.
Fry: But, how is that possible?
Farnsworth: It's very simple. The ad gets into your brain just like this liquid gets into this egg. [He holds up an egg and injects it with liquid. The egg explodes.] Although in reality it's not liquid, but gamma radiation.
Fry: That's awful. It's like brainwashing.
Leela: Didn't you have ads in the 20th century?
Fry: Well sure, but not in our dreams. Only on TV and radio. And in magazines. And movies. And at ball games and on buses and milk cartons and t-shirts and written on the sky. But not in dreams. No siree!