I'm not seeing what you're seeing but Firefox can block banners for you. Firefox also does a better job of blocking pop-ups. Are you using IE?
As Nancy said, it is best to run spyware and adware program alone with antivirus. Spybot, Ad-ware, AVG, Avast and Norton are the ones I've used. I recommend not using Norton only because it costs money for something other companies offer for free.
They seem to all have their strengths and weaknesses though.