In Canada write:
Canadian Marketing Association
PO Box 706, Station Don Mills
North York, ON, M3C 2T6

In the USA write:
DMA Mail Preference Service,
P.O. Box 643,
Carmel, NY 10512

Call the following companies directly to ask to be removed from their mailing lists:
Val-Pak Coupons 1-800-676-6878
America Online Discs 1-800-827-6364
Publisher's Clearinghouse Sweepstakes 1-800-645-9242