It used to do that for me too. Eventually they changed the ad code or something and it stopped doing that. It's just a screwy ad problem. We can't do anything about it really.

Some non-IE browsers (Opera) let you disable all frames or IFRAMES. That kills all banners. (And all sites with frames). Another thing you can do is go to Security in IE's Internet Options in the Tools menu, and disable Active Scripting. That also pretty much kills the ad banners (and all sites with scripting). There's a trick crono_logical posted in the Help Forum once about using Windows' hosts file to cause banners to load from your HD instead of a remote server, thus killing them. You might look for that thread.