Microsoft, love them or hate them, bless 

Have incorporated a feature in IE9 called Tracking Protection, in a nutshell it prevents things from other sites getting displayed on the site you are looking at, mostly adverts and tracking content. 

I had a play around with it today and it seems to be working and blocking adverts, It can block things you don't want it to as well so to help me remember which blocking lists to use I've made this reminder.

    EasyList Standard Tracking Protection List
    Fanboy - Adblock Tracking Protection List
    TRUSTe Tracking Protection List

Here is a little vid that explains it some more.