Are you not seeing things you normally would when you surf the web? When you view the html for the page do you see a comment that content was "removed by HIPS FW" ?
The answer is that CA's Firewall product is blocking them. It is configured out of the box to block banner ads. Well, sometimes what it identifies as a banner ad isn't. For instance this one: http://banners.wunderground.com/banner/bigwx_both_cond/language/www/US/MO/Sedalia.gif
To solve this problem, go to CA's Personal Firewall settings. Go to the Privacy group, then configure the Ad/Pop-Up blocker to not block banners.
As another person pointed out, you may also need to check out the Cookie Control advanced settings. I found that in order to get some sites to work properly, I had to allow the private header information to go out.