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Along those same lines - a lot of the expandable ads won't load at all, they'll come back with a 404 -and load a default .gif image. Does anyone know if a lot of these expandable ads have problems loading in an iframe in general?
All web browsers place restrictions on interaction between documents that reside on different domains. This is a security feature designed to prevent documents from one domain from reading data on another, using a scripting language such as JavaScript. When a web site uses Iframe ad tags, the browser sees the document inside the Iframe (the ad) as residing in a different domain than the surrounding page content. For example, if "www.mysite.com" has an Iframe ad tag that displays an ad from "ad.doubleclick.net", the ad is restricted from accessing anything outside of the enclosing Iframe. This restriction prevents Floating and Expanding creatives from being served through Iframe ad tags.
Solution
Browser restrictions on cross-domain scripting in Iframes are necessary to prevent malicious data access. However, there are cases, such as third party served ads, where publishers would like to grant access to specific domains that they trust to leave the Iframe environment.
In order to enable this access, a publisher has to put a special file on their domain that acts as a bridge between the ad server domain and publisher domain. DART Motif requires that the publisher put a file called "DARTIframe.html" on a specific relative URL /doubleclick at the root directory of the web service on their webservers. This file can be downloaded from this article by clicking on the link to the right.
It seems like other providers of expandable ads (pointroll, eyeblaster) have similar techniques for overcoming the iframe problem. They'll ask you to put a file on your domain as well, and then let them know where it is.