A hosts file, named hosts (with no file extension), is a plain-text file used by all operating systems to map hostnames to IP addresses.

In most operating systems, the hosts file is preferential to DNS. Therefore if a host name is resolved by the hosts file, the request never leaves your computer.

Having a smart hosts file goes a long way towards blocking malware, adware, and other irritants.

For example, to nullify requests to some doubleclick.net servers, adding these lines to your hosts file will do it:

# block doubleClick's servers
127.0.0.1 ad.ae.doubleclick.net
127.0.0.1 ad.ar.doubleclick.net
127.0.0.1 ad.at.doubleclick.net
127.0.0.1 ad.au.doubleclick.net
127.0.0.1 ad.be.doubleclick.net
# etc...