One thing you can do to control the ads served up while you're browsing is to use an application like "Cookie" to identify and remove the cookies that sites leave whenever you visit. Cookies can be valuable when they're installed by sites that you use often and trust and you can mark those to prevent their removal. Cookie is Mac OS only but I'd guess there are similar apps for Windows. The first time you run it you'll be astonished by how many thousand tracking cookies are running on your computer.
