Or at least, how to block sites that deliver just adverts. You'll need to edit your hosts file.
The file is essentially the same in all cases, except don't use TAB to separate the fields if you're on Windows.
Back to our mission, to block annoying adverts. All we need to do is use the hosts file to change the IP address of any ad-site to something else. A good IP address to use is 127.0.0.1 (aka localhost, or your machine). Here is the line - and it is just one line - that I use in my hosts file:
127.0.0.1 adserver.adtech.de oz.valueclick.com adverts.ecn.co.uk www.burstnet.com www.commission-junction.com www.qksrv.net ads.adviva.net servedby.advertising.com ad.doubleclick.net www.w3exit.com ads.novacaster.com tracker.tradedoubler.com banners.gameon.co.uk ar.atwola.com ar.atwola.com ad.uk.doubleclick.net ad.doubleclick.net serverdby.advertising.com multi1.rmuk.co.uk www.ukbanners.com
Put this line into your hosts file at your own risk! All of the sites mentioned in the line are ones that, in my opinion, publish rather ugly and annoying adverts; feel free to add/remove as you desire. The list is by no means complete, as I merely add to it whenever I come across such an advert.