If you use Opera — like I do, on occasion — you’ll notice that it’s ad-sponsored software. Fortunately, since I use Squid as a proxy server (so that I can use Cameron Simpson’s very excellent adzapper to replace ads based on regular expressions), I just added ACLs for the Opera ad servers in order to stop the browser from downloading the ad database.
Add this ACL to your squid.conf:
# Opera browser spamvertisement access server
acl operaads dst 209.225.0.6
acl operaads-master dst 209.225.11.237http_access deny operaads
http_access deny operaads-master
Then you can just squid -k reconfigure and away you go.
Incidentally I used this to block requests to Verisign’s much-maligned SiteFinder [dis]service:
# Trap and deny crock A records
acl sitefinder dst_as 30060http_access deny sitefinder
SiteFinder has been suspended, but you might like to block that AS anyway in case they start it up again 
