I have tried to change settings.  This is a brand new computer.  I do not know exactly what I am doing.  Could someone please help me.  When I pull up web pages I sometimes get the page cannot be displayed.  It appears that this is on advertisements only.  I can view the rest of the page but just not certain areas.  Any help is greatly appreciated.  THANK you very much in advance. I am USING Windows XP SP2 and I do have Windows Firewall.
If you're only missing ads, I wouldn't complain.

Do you ever appear to be missing key elements of web pages? Just curious.It appears that most of the key elements are showing.  I know that I probably should not complain to much however it just annoying to see that come on a web page.  Before you jump to the conclusion that it has something to do with your computer, try viewing the same websites on another computer, ideally at the same time you're trying to view them on your computer.  You could ALSO TELL us the NAME of one or more sites where this happens so that we can look at it and see how it displays.  

The advertising elements you observe to be missing may be coming from a separate web server from the web server used for the main website you're viewing.  That/those server(s) may be experiencing problems causing downtime and that may be the crux of this; if so, it has nothing to do with your computer.