One known browser that can do this is the Firefox browser. Download and install Firefox. Next, install the Remove It Permanently extension. You can remove any display items you want from sites you visit often. Both Firefox and extensions are free.
When using a client outside of a web browser (I.e., Yahoo Instant Messenger), you have a couple of options. You could use a program called YTK, which has an option to hide these ads in Yahoo Messenger, though it costs money. Alternatively, you could use a 3rd party client such as YahELite instead, which displays no ads.
I say you should either get firefox or google chrome, install adblock plus, and block the ads.