It is often a misconception for people who are new to search engine marketing that ads pass pagerank for SEO and thus improve rankings. This however is not the case. Ads on websites that are secured through ad networks such as Google AdWords (display network) or Microsoft adCenter are different than normal organic links. Google and other search engines do not look at banner ads or Adsense ads and use them in their search engine rankings. Google can tell these ads apart from text links because they have tracking code inside the link. In most all cases, Google will not use a link with tracking code in it to improve the rankings for a page online.
In this video, Matt Cutts from Google addresses this question, do ads pass pagerank for SEO. This is a good introductory video on the topic for people who have not been involved in SEO for a long time. In SEO and SEM, there are many subtle rules such as this. So if you are new to the industry you may think that you can just buy some ads and improve your rankings. This is not the case. If you have more questions on advertisements and search engine optimization please ask at the bottom of the post.