russellie: 1 So in global settings if I block all but wgt media will this stop the problem?
Yes, just make sure wgt.com is an exception.
russellie: 2 If I allow all these sites will my computer be compromised?
No. They're just setting cookies on your computer. Ever notice how, after looking at something someplace else, like a tool or furniture or something, that related ads start showing up here for you? That's what tracking cookies do. They figure out what you look at and then show you related ads.
The things that you worry about compromising your computer come from a different source. Visiting an infected website or downloading something that could have a virus piggybacked are a couple of ways this happens but you won't have to worry about that here. :-)