Neat Program - Proxomitron Universal Web Filter

I'll agree that Proxomitron is a good product...kind of a pain to get it to work the way that you want it to, but that's half the fun, right?:)
Also, Agnitum's Firewall "Outpost" has a plug-in utility that blocks ads...mind you, it's main criteria for an 'ad' is the window size, but that is adjustable also. Find that here Outpost - Agnitum Ltd.
!!Shameless plug warning!! - It's my new favorite firewall:) Freeware, open architecture, pointy and clicky...makes the pain in the ass of getting it to work the way you like 'pretty':)

Ouroboros