These types of ads use the Windows Messenger service (NOT the same thing as MSN Messenger, which is a chat software) to send the ad across the Internet. By default, Windows comes with services enabled that may not be required, such as Remote Procedure Call (RPC), which is used by the Windows Messenger service.
There is also a third-party program available to help you disable this Windows service:
In addition, do not give Windows processes Server rights to the Internet Zone (some Windows processes may ask for Server rights for DNS - in these cases it is safer to add the DNS Server's IP address to your Trusted Zone and then give the process Server rights only for Trusted ZOne, not to Internet Zone).
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