Too many ads!!!

I love the fact that I get a warning when my kids attempt to access a web site that they shouldn't.  However, when they access a kids' website with ads, I get warning after warning.  I received over 100 warning in an hour - on a web site that was allowed!  Is there a way to block ad websites, but NOT get a warning, but STILL get warnings of other web sites (filter by web site type)?