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IE seems to be what triggers the ads. Firefox doesn't. I didn't try Opera or others but they might work similarly.
Using spyware removal programs like Ad-aware and Spybot Seach and Destroy and Spywareblaster will knock out the bugs. Continuing to use them regularly is a very good idea as well, especially on shared computers.
I may try running the other you mentioned and I didnt try Yahoo's toolbar one yet, but unless Firefox has a problem with sites he visits, I see no problem in letting him continue with FF.
It usually takes a variety of programs to completely clean a bad infestation. Use all of the ones others have mentioned.