If you see an anti-virus message or strange behaviour with a particular advert please report it as soon as possible using feedback, screenshots or brand names or URLs would be useful
I also search virus databases for the advertisers often to see if there is a known problem.
I would advise that Firefox is less prone to viruses than Internet Explorer because of ActiveX and Internet Explorer's tighter integration with Windows operating systems.
I would also advise using free AVG anti-virus software if you have no anti-virus software.