In case you do not have a personal firewall blocking unwanted websites, or you do not have a plugin for your browser to block the advertisements coming along with the website you are browsing, an easiest way is to edit hosts file and redirect all those advertisement servers to a non existent local host [].

In Vista, you may need to run your text editor as administrator to edit the file.

Another tip is to make the file read only after changing so that, its partially saved from malicious attacks.

I used the list of ad hosting server using a google, and here is the complete list. All you have to do, is download the file [Right click, save target as/control click – Download to disk], append the contents to your C:\WINDOWS\SYSTEM32\DRIVERS\ETC\Hosts file. [Open file named hosts in any text editor e.g Notepad, Ultraedit to edit it.]

May not need to restart the browser but if it does not work, restart your browser.