If you find advertisements are automatically getting opened in you IE browser, then you can follow the below steps in order to get rid of such frustrating ads.
Firstly, go to Start -> Control Panel -> Programs and Features (assuming Windows 7) and uninstall anything that's toolbar or search related (such as Amazon earch Bar, torntv, MyWebSearch, Happy Search Assistant, anything from Ask.com, etc.). Take that opportunity to uninstall things you aren't using as well.
Secondly, go back to the Control Panel and open up Internet Properites. On the Advanced tab, there is an option in the bottom of the dialog that will reset all Internet Explorer settings to defaults. Do this.
Stay happy!