I was recently informed of this nice little feature in IE, and since I found it so useful, albeit a little tedious, it does stop most of the ads from popping up. Heres how:
1) Clear your history and then your cookies then your temp. Internet files.
2) Open up Tools/Internet Options on the menu bar of an IE window.
3) Head to Security and click on Restricted sites.
4) If not set, set the bar to 'High', then click on sites.
5) Next, you want to get those ads to pop up again. Right click on the images and hit properties. Copy and paste the URL into the menu that opened when you hit the 'Sites' button and hit add.
That should do it. This will prevent companies/people putting cookies and things on your desktop. Please note: It is not perfect. Some ads will get through, but very few, if any at all, especially if you just use the net to browse a group of sites... for most of us, gaming, Ftp, and something I *wont* mention here
Edit: Bleh, I smell swamp already
Its monday, give me a break...