I have a program called 'Ad Aware' which goes through your computer and deletes all the spyware you may have downloaded. I dont have the address for it, but I think it should be easy to find. Try cnet.com first. But if you use Kaaza, make sure you dont let it delete any files associated with it (it will ask you before it deletes them) or it'll stop working.

The ads are probably spy ware, if they arent from a virus. And you may wanna clear your cache, too.