This is a common online advertising method. If your site is hosted on a free hosting service, this is probably how the host serves their advertising. If your site is on a conventional paid hosting service, the ads may be inserted by a script you use for blogging or an online forum like this one. In either case, this is the price you pay for using "free" services and software.
If none of this sounds like your situation, your site may have been hacked and you need to take steps to regain control of your website. Search on "website malware removal" and you'll find some good advice. Good luck!