Originally Posted by
jiejie
Having the VPN on or off makes no difference in this nasty phenomenon. But interestingly, so far of the international websites I've visited (which is about 95% of my usage), it only happens on FT.
It may be that you're not doing your DNS lookups over the VPN. See if your VPN client allows you to configure it so that DNS traffic gets sent over the VPN rather than in the clear.
Theoretically if everything were sent over the VPN then they would have no way of inserting ads, unless they planted malware on your machine.