Note that many websites have their own advertising, unrelated to adware.
ShopAtHomeSelect is a Winsock 2 Layered Service Provider that redirects visits to merchant sites in order to take the affiliate fees from them automatically. Each visit to a merchant site is recorded by ShopAtHomeSelect's servers with a unique ID that could be used to track browsing habits.
The software can download and execute arbitrary code from its controlling server, as a silent update feature.
There should be an entry in the Control Panel's Add/Remove Programs entry for 'ShopAtHomeSelect Agent'. Use it to remove the software then restart the computer.
Be very carefull when manually removing this software because it hooks into the "LSP stack" and can cause your internet connection to fail.