building on what GreyRiverside wrote..
...you might want to check out something like this
It's a nice, tiny download and although it's not super up-to-date, you're not actually installing anything on your machine - just telling porkies to your machine about the location of ad-servers..
...kills a lot of cookie tracking as well.
Please remember though that mumsnet rely on ads for revenue.. ...but the number of people complaining about slow-downs through ads certainly seems to be increasing..