Accidentally downloaded something that is giving me online ads. How do I get rid of it?

[DunbarPappy®ϟϟ]

This is NOT a malware induced symptom, but merely your browser doing what it is meant to do automatically, which is to fetch all assets it encounters; and these assets are coming not from the site you 'asked' to get, but from 3rd parties (which are usually ads).
Browsers must be constrained to return only the site you asked for, otherwise you'll be flooded with garbage and some of that can be tainted with malware.

Get Firefox as your default browser & use it for everyday tasks.
The following mods help, but methods ("vectors") are dynamic, and users must stay abreast of daily threats.
FIREFOX: Tools> Options> Privacy> top drop menu set to "Firefox will use custom settings..."> Check 'Accept Cookies from sites'
â–ºUn-Check 'Accept 3rd Party cookies'.
And tick the very top box regarding "Do Not Track".

A good collection of effective add-on's (Official Mozilla) is here:
https://addons.mozilla.org/collections/d...nbarpappy/
AdBlock Plus (with 'subscription' added) & "Better Privacy" also helps defray rubbish.
►► At minimum, get the #1 item for malware prevention: "NoScript", which constrains automagically fetching & deployment of potentially tainted assets.
[Bookmark and refer to this page for how it works, and how to use it...very straight forward; http://noscript.net/features#contentblocking

CHROME> wrench icon> Preferences> Under the hood> Content settings> Cookies (heading): tick "Allow local data..." & "Ignore exceptions and block 3rd party..."> close tab.

Add-on's for Chrome:
(Here's how to get to the add-on's for Chrome:
Upper right 'wrench' icon> Tools> Extensions> (near bottom left) "Get more extensions".
This will take you to the 'store'.)

AdBlock Plus (needs 'subscription' added after install).
https://chrome.google.com/webstore/search?q=ad+block
"KB SSL Enforcer" add-on: https://chrome.google.com/webstore/detai...ofphddckof
►►"ScriptNo" stops all kinds of nasties and should be used by everyone. https://chrome.google.com/webstore/search/ScriptNo

INTERNET EXPLORER does not handle 3rd party assets very well no matter what settings you have (or anything else) and won't give nearly the control as Firefox or Chrome.
It is garbage.
Use to your own detriment.