Traffic reduce

[Strong]

I'm greatly concerned on this item. And got one thought on it, Is there
a program that can watch my connection and ask for every new host i'm
connecting to whither to accept or refuse - thus making a DB, that it
will use in the future. - Tthus i want to reduce unnecessary traffic
that comes from diver advertisement servers and so on...
Is there effective and yet simple solution for this?

-- 
Best regards,
Strong.