The search I did found a thread that mentioned this, but said they should not pop up unless you mouse over an ad. The first time I figured it was a fluke, that was a couple days ago. This time I was in the middle of playing, something popped up, completely covering my game, and showed a loading bar with no way to close it or pause my game, which I could still hear in the background! The actual ad never loaded, it got hung up and I back-buttoned my way out of it. Glad I'd only been playing a couple minutes - I'm pretty mad as it is.
Is this the Arco ad? That one is pretty annoying. If you're worried about moving your mouse over it while you're playing a game, you could try making your window really small so that your mouse has no possible way of getting to it.
The ad seems just to pop up on me too. The page loads and and then it the ad grows a little and then covers the screen. Sometimes the cursor won't even be near the bottom.