If you use Mozilla/Firefox/etc, you can use this thread started by hirguy at JustLinux, 86 those annoying web ads , to clean up web sites you visit. The seconf page has a post by Beavbo, the 10th one down on the page with a sample file to add to the ~/userContent.css file which works pretty good. There are other additions which block other ads. Works on Windows as well if you have Firefox/Mozilla installed.
And really, you should give Firefox a try on Windows, it is easy to install, faster than IE, allows tabbed browsing, has a built in pop-up ad blocker, and has all kinds of extensions available. One extension allows you to use mouse gestures to scroll.