One of the first things I do after installing Firefox is install ADBlock+ and then subscribe to a list. Internet Explorer has had some addons that did the same sort of functionality for awhile but I found with IE9 and IE10 it’s even easier to block ads. Open Internet Options and click the Programs tab. Click the Manage Addons button. Click “Tracking Protection” and then below that click “Get a Tracking Protection List online…”
That will take you to the Internet Explorer Gallery and there will be several different types of lists you can add. I don’t recommend adding to many lists as this is likely to slow down your browser. I added the Fanboy Adblock list. I’ve read that the EasyPrivacy list put out by Easy List but I haven’t tried it yet.
I’ve used this on Windows 7 with IE9 and Windows 9 with IE10. I haven’t looked to see if it’s in IE8 or below.
One thing to consider when adding ad blocking is that it can be taking revenue money from bloggers who rely on ads to provide free information. That’s a decision I’ll leave up to you.