Weird indeed. I can only imagine two things from what you told me:
Either the person that posted originally the post put a hyperlink with an ad in (yes you can do that) or you have installed some sort of software that manages to do that. Examples of that are certain toolbars freely available from vendors (like
www.alexa.com,
www.google.com etc.) or one of the programs you installed, managed to install some sort of spyware on your PC. I suggest you go to
www.download.com and search for the word spyware or ad blocker. These programs will remove any traces of spyware you might have on your pc.
A good choice would be to go to
www.zonealarm.com and download the free personal edition of their firewall software and install it just to make sure. Alternatively if you have Windows XP, enable the integrated firewall in the network settings of the connection to your ISP.
Nikos