There are several sites on the Internet which offer Windows HOSTS files for download, together with installation instructions. The HOSTS file is part of the DNS configuration; the ones offered for download divert any requests to a long list of ad and spyware servers into a black hole, meaning that your browser can never contact those machines.
This is all fine in theory, but how long would it take someone to notice if one of those popular files (and some of them are very large) had the following lines buried somewhere in the middle, either deliberately or because the site had been hacked?
126.96.36.199 www.paypal.com 188.8.131.52 www.bankofamerica.com 184.108.40.206 www.ebay.com ...
Phish City. I suggest that, however much you may not like advertising, encouraging people to download and install HOSTS files from the net is rather irresponsible.