Well it looks like social networking site Bebo are on the case. They allow members to choose the categories that they don't mind seeing advertising from. The site says:
“Choose which categories below interest you and we'll do our best to show you relevant ads (Though you might see other ads too, these things aren't perfect you know). You can choose as many or as few categories as you wish.”
So if you want your online advertising to be a little less disruptive and a little more engaging, it might be worth taking a look at this.