borntobesting: I have never seen an ad from WGT in a spot that blocked any thing. That seems like it is due an adbot and a ad blocker might not work on it.
Give me an example of the ad you're referring to, sting, please.
Most browsers have a "Do Not Track" feature under advanced settings. Check Here if you are unsure as to whether or not you have it activated. Keep in mind though, it may or may not help.
A good AV program will detect spybots and notify you because they fall under the category of worms.
Another option is to use the "Private Session" window when you do no want to be targeted for ads while browsing.
Forget about using Chrome if you don't want your internet activity tracked, it has Google Analytics which identifies your browsing activity and sends you targeted ads.