Sorry, actually the bit-bucket is 127.0.0.1 which is you or local-host.
Sorry I am late with this post.
In addition to ZoneAlarm Pro firewall, CA eTrust EZ Antivirus, AdAware SE, SpyBot S&D, HiJackThis, custom untrusted site lists for IE, (I use Firefox for 99% of my browsing) I have learned how to take advantage of the hosts file.
For a good explanation of how this works go here.
If you get the HOSTS secure app you can automate the process of downloading a new hosts file and installing it. You only need to go a website and watch the ads that can't load and phone home because their home sites are blacklisted on the custom hosts file and are redirected to the bit-bucket (127.0.0.0) to really appreciate how this works to keep you safe.
Since I added this nifty tool to my arsenal of defenses I haven't had a spybot dropped onto my system.