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Thanks for the info.. it certainly seems strange, and as you say, this is only happening with ads.

Are you running any plugins on the site whatsoever?

What do you mean by modification in admin tools? Modification in the theme files or did you change some settings?

Unless your setup is on a Windows IIS server, you shouldn't need to use the /index.php/ part.. but if you are on that setup, and you need to fix the links that don't work, you can do this by editing...