Spent a good while going through the "Privacy and Permissions" settings on ICQ Messenger, re-setting things in an attempt to block those annoying message boxes trying to either sell me something or trying to get me to go to a website. I put in a list of "words" I've seen pop up in those ads, and set it to also not accept messages from "Unknowns". Guess I'll have to wait and see now if all that has any effect at all. Last night I found out how to rid the ICQ message window of the "banner ad" that appears at the bottom of the chat window. Just go into C:\Program Files\ICQ ,look for a file called " ICQHttp.dll ",and delete it. DO NOT, however,delete the file "ICQHttp_.dll" (note the space) next to it. The space for the banner ad will still be there, but the ad won't!
Also, to remove the banner ads in AOL Messenger, instructions are here.