Knowing which browser you are using helps to narrow down the problem. Firefox has addons like AdblockPlus that could block the message, but you're using IE. I haven't seen a good free adblocker on IE. Even some of the paid programs are bogus.

The easiest way would be to just use Google from the search bar, rather than setting it as your default homepage. It's a workaround, but not a real solution.

You can try the Tracking Protection in IE9. Subscribe Easylist Standard. It may or may not work, but worth a shot.
http://windows.microsoft.com/en-GB/i...ing-protection

Are you clearing out your cookies regularly? If so, that may be why the blue bar reappears.