Mozilla's Do Not Track header appears in nightly Firefox builds, does nothing
While this change to Firefox successfully sends the DNT HTTP header with every request, it's up to websites and advertising companies to respond to the header in a suitable fashion -- i.e. by not sending out the normal tracking cookies. There are currently no known sites that acknowledge the new header.
Still, if you want to turn it on -- beardies unite!! -- you can find the option under Tools > Options > Advanced, in the General tab. If enough Firefox users start using the DNT header it will not go unnoticed! We can start a movement! Liberte! Egalite! DNT!