How Do I Find Out What My Computer Is Doing to AdFly-Ads?

AdFly is a free service that allows users to earn money by redirecting the free links they share. Opening AdFly-links recently often gives me an alert that says 'it appears I have an ad-blocking extension enabled' & tries to explain on this link and shows me how to fix it on this link.

It said something about AdBlock, but I looked and the only tool I have that's anything like that is PopUp-Blocker, which I opened and put the sites the first link mentioned onto the exception-list ... no change.

I remembered I'm running the Edit HOSTS File program, and I opened that & made exceptions for the listed sites ... still nothing.

Any advice?