Is it a green star in the notification bar? If it is, I believe these are air push ads. There is an application in the market that scans for apps that use air push ads. Still the particular app that caused me to receive the ads was not detected by the program. An update to TriviaBurst was what was causing the ads. Could be something different for you. For me personally I knew that it was something that was updated recently but I couldn't quite remember what it was. The way that I found was that I uninstalled the updates to the market (it automatically reupdates itself very soon anyway). The old version of the market lists the apps you have installed in the order that they were installed (or updated) instead of alphabetically like the new version of the market. So I just made a list of the apps going back. Certain apps you just know are not as trustworthy as others.