Definitely the banner ad, the message is coming from the advertiser's host.
When it happens again, right click on where it says 'Not authorized' or whatever. Select properties, copy the address (URL) and tell the button man (moderator). He can then hopefully smack the advertiser.
Still it's better than having the ad host not respond at all, tying up one's browser for ages. No names of course (are you listening doubleclick ?).