I use WebWasher - it seems to have all the features of Ad Shield, can be a proxy as well as using proxies, blocks popups, banners, and other malicious code, can anonymise your surfing in a number of ways and is free for non-corporate use. I don't know if any other banner remove programs do this, but it actually puts a transparent GIF of the same size as the original ad in place of, thereby not mucking up your site layout. And, it's available for Windows, Linux and Mac! I've been using it since about 1996 with no problems.

HTH,

Paul
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Owner of Mark I empeg 00061, now better than ever - (Thanks, Rod!) - and Karma 3930000004550