Many people either block the referring document through software (like Norton Internet Security, McAfee, a couple of Firefox plugins, etc.) and many others are surfing through anonymous proxies that do this automatically. Basing your tracking on the referring document is unreliable. I suggest you use a Tracking URL for your advertising sources. Rather than have your advertisements link to www.example.com have them link to www.example.com/?track=source
Then all you have to do is look in your logs for how many hits there were to /?track=whatever and you'll know how many clicks were delivered - you can ignore the referrer completely.