Some website do that for adverts, but so far as I can see we don't have any adverts here. What I think is happening is more to do with where the UK Caving server actually is. If you do a DNS lookup on ukcaving.com it's actually hosted at 209.135.140.14, which is part of the range controlled by Rose Web Services (ROSEHOSTING) which in turn goes back to "InLink Communications Company INLINK97".
What happens is that the hosting companies use webspace wherever in the world is most cost effective; if I'm correct, what appears to be the UK caving server is actually iits0114.inlink.com.
You'll probably also see things in your firewall logs like a1969.l.akamai - Akamai host 15% of the web, including a lot of Microsoft stuff, and attempts to access akamai through a windows firewall are probably windows update or something like.
Chris