Sounds like you are using Internet Explorer, and those boxes are most likely Ad's, and some of those Ad's use tracking cookies etc... It sounds like you have most of the critical updates in your internet explorer and to protect you it has set content security higher to keep from getting unwanted spy's on your machine.
To get to see those Ad's you could go to the options on ie6 and lower the content rating bar.
First, do no harm.
Every choice has its consequences.