Well, this is interesting. Apparently, the folks behind Lost are going to sprinkle clues into the ads in order to compel DVR users to lay off the Fast Forward button:

To find the new adventure, you must watch the show's entire Wednesday episode. TiVo and DVR users be warned: There are clues in the commercials as well.

"It's TiVo-proof," Benson said. "We will surprise the audience with where and how things are placed as far as clues and content and information. The whole experience is designed to dig deep and find lots of interesting stuff."

Apparently, this is related more to a "Lost Experience" thing that they are running as an extension (and expansion) of the series. It's an interesting test, but it will be hard to get real numbers for how well it works.