I’m a little surprised that search results don’t turn up more useful information for this. Internet Explorer 9 is frankly a fabulous browser, but many people have traditionally avoided IE because it doesn’t block ads. Well, the new version does — it’s just hidden.
Do not install ANY ad blocking add-in. It isn’t necessary. IE has a facility called Tracking Protection Lists that will do the job. You just need the right setting…
From IE9, visit Privacy Choice, who maintain block lists. Click either giant button, and Internet Explorer will offer to install it. That’s all you need to do. Most ads will now be blocked.
The downside is that, as far as I can tell, you can’t really configure this with custom filters like Firefox’s popular AdBlock Plus extension. Google Chrome’s available extensions offer custom filters but they don’t work correctly. Still, this does clean up nearly everything you’re likely to encounter in most browsing.