In IE9, Tools,Safety,Tracking Protection,at the bottom in blue there is a blue "Get tracking protection on line" I use two of them: Abine Standard Tracking Protection and Easylist Priority Tracking Protection. If you enable these, most ads are blocked. Another thing I have is DVD+ , see DNT+ This seems to block people tracking your IE sites. Here and now on this site it is blocking 15 would be trackers, and in a couple of months it has blocked over 77000 tracking sites..
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