Most "infected" ads or files are found on, shall we say...
sites with "questionable" content?
Not that I would know these things...
I've heard, though...
From my friend's neighbor's buddy...
Normally, I agree. However, it appears that Yahoo and to a smaller extent Google have been unknowingly delivering malware ads. Check this article out:
Malware delivered by Yahoo, Fox, Google ads | Tech News on ZDNet
Scary stuff. You can protect yourself yet still get nailed.