We present results of a 45-participant laboratory study investigating the usability of nine tools to limit online behavioral advertising (OBA). We interviewed participants about OBA and recorded their behavior and attitudes as they configured and used a privacy tool, such as a browser plugin that blocks requests to specific URLs, a tool that sets browser cookies indicating a user's preference to opt out of OBA, or the privacy settings built into a web browser. We found serious usability flaws in all tools we tested. Participants found many tools difficult to configure, and tools' default settings were often minimally protective. Ineffective communication, confusing interfaces, and a lack of feedback led many participants to conclude that a tool was blocking OBA when they had not properly configured it to do so.