You will always be at some risk from embedded adverts *
The main advertiser is usually a legitimitate company who sells space to less legitimate companies, who then sell it on to people who don't give a crap. They have ways to insinuate malicious code into an advertising banner which makes it seem like you have a virus, so they can frighten you into buying some useless software to remove it.
* You can remove 99% of the risk by using a browser which isn't Microsoft Internet Exploder and then running Adblock. I use Firefox.
If you want to be almost completely safe from most viruses then consider not using the Windows operating system at all. Linux ( which I use ) is completely free and about a thousand times better than anything Microsoft have to offer you.