The first question that comes to mind, is why is this a problem? Almost everyone would not consider missing out on advertisements a problem, more lucky circumstance.

But, my first guess as to the cause would be a firewall that also does web filtering duty. Norton System Works does this, ZoneAlarm Pro, even Kerio Firewall does it. If you disable it, the ads should show up again, but I still don't understand why you'd want this.