Actually, you can do something very effective about this. I cannot even see the ads you are talking about, because I use a custom hosts file. You can read about it, and get a well maintained hosts file, at
http://www.mvps.org/winhelp2002/hosts.htm
Pick up a new copy of their hosts file every month or so. In fact, I see they updated it May 10. Time for me to get a new one. You can pick it up at http://www.mvps.org/winhelp2002/hosts.zip
Ad-Aware hardly finds anything at all on my system since I started using the mvps hosts file. Now, if I could only figure out how to block certain posters ....
Wolfy