Actually a few ads are always missing. Kaspersky rocks. It blocks all that crap. Best firewall, anti-v program I have ever used. Nothing gets past it, and it doesn't slow your computer down and use up half your hard drive and three quarters of your RAM like Norton and McAffee.
It also doesn't hold your hand and produce these kind of idiotic pop ups:
Warning: A program called Outlook Express is attempting to access the internet, this is very risky. You might receive an email.
Allow or Block?
Me: Umm.. Allow....
Norton: Are you sure you want to allow this program?
Me: Umm, yes.
Norton: Are you really really really sure?
Me: YES!!! Damnit!
Norton: Positively sure?
Me: *uninstalls Norton*