Another good reason you should dump the free Internet Explorer and install Firefox. This little add on called Ad-Block Plus is way too cool. It blocks all sort of ads in the website by subscribing to a well maintained filter list. Easy to install (just a few clicks and restart the browser) and you get an ads free page. Great thing is that pages actually loads much faster now as all those unwanted ads are removed.
BTW, saw this feature already mentioned by Mr Brown too.... hehehe