http://www.gizmag.com/sony-in-game-advertising/22743/
As of right now, it's just an idea Sony is messing with. Hopefully it stays that way.
TL;DR version - Sony is thinking about interrupting gameplay on their consols for brief advertisements similar to a hulu video.
Personal speculation - if they brought down the prices of consoles or games in exchange for advertisements during load screens, then I can see these as not being too bad.
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