Web filtering can have many different meanings. Schools for example are ussually concerned about filtering adult material.

This post is about something else - advertisement and adware filtering.

The primary tool I've found is Privoxy. Good news is that it works pretty well and is crossplatform and pretty safe to use - there is a bypass local url to use when needed. The bad news is that it's development has almost stopped and it has no add-on functionality to scan incoming web content for viri/trojans and the like.

Something I've run across but not made work yet is webcleaner. It's developed on linux and ported to Windows but has almost no mac support yet. It is active in development, has the add-on to scan content for viri/trojans though so it's worth a look....

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Possess a pure, kindly and radiant heart!
They that believe in vain thoughts forsake their own mercy.

One of the best ad filter I've found is my browser: Firefox. That, in combination with Norton Internet Security, keeps my system pretty well-cleaned. Webroot Spy Sweeper is another tool in my utility belt.

But let's face it: Windows in general--and Internet Exploder in particluar--has got massive weaknesses. For the most part, I use my Linux system for surfing the web. Then I don't need all that add-on stuff.

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Self-reverence, self-knowledge, self-control;
these three alone lead one to sovereign power.
Tennyson