rwilson - 2:25 pm on Aug 14, 2012 (gmt 0)
Are you currently sending them to the home page? You will likely see a higher bounce rate, than sending them directly to a relevant page. If a user doesn't see exactly what that ad promised right away and clearly, they will likely leave.
You could create two ad groups with one going to the home page and the other to your landing page to confirm or disprove that.