Try installing a HOSTS file
It's all explained here. Including, funnily enough, a reference to Doubleclick in first few sentences.
HOSTS is loaded at boot and blocks lots of stuff. Occasionally sites you want like some on-demand TV.
4oD and ESPN I have heard of. May have been fixed now.
If you get problems, the entries can be amended (Google or post back).
The advantages outweigh the occasional problem.