I think i now a way to do that.
but i don't know C or C++ so i give the idea for it here.
Look to this part of source:
<IFRAME FRAMEBORDER=0 SCROLLING=NO MARGINHEIGHT=0 MARGINWIDTH=0 WIDTH=160 HEIGHT=600 SRC="http://rad.msn.com/ADSAdClient31.dll?GetAd?PG=HOTS04?SC=D1?HM=045d42465b585b5d471c5d53026761034d65091038450b4555525a480d20441f2f69?LOC=I?TF=_NEW?ID=00067FFE808AB9DA?UC=1?PS=8315?PI=44401?AP=1090?NA=1140?NC=9523" tabindex="-1"></IFRAME>
This is the part you need to know.
I think with bloking that dll the ads wil not be there anymore.
I have made that the domain name rad.msn.com was not alowed.
But internet explorere deleted it from the list automatic.