You have a file on your computer which, if you know how to edit and use, you can use to do things like block advertising from certain websites or even block certain websites altogether. For example, if your computer keeps downloading ads from a particular source and you hate it, you can block content from that server. OR if you are trying to keep your kids from going to a certain website, you can block them from visiting it (unless, of course, they are very bright kids who know how to get to yorur HOSTS file).
Here is where you will find your HOSTS file:
Windows 98 and ME–C:\\Windows
This file is used for instructions on where to route your browser when certain addresses are entered. When you visit a website, your computer first checks the HOSTS file for an IP address. If it does not find one, it will go to the domain name server. So, for example, people who use IIS or PWS on their computers can type in "localhost" and it will be brought to their own computer, IP 127.0.0.1. This is because localhost is defined in your HOSTS file to go to that IP address.
You can block other sites by entering their URL in the HOSTS file and routing them, too, to 127.0.0.1. So, for example, if you wanted to block ads from trafficmarketplace.com, you would enter the following line in your HOSTS file: