3
Banners use server http referer to check if the banner request came from the current host.
Quoting
this site"Most web browsers pass the HTTP_REFERER variable by default, but in many this behaviour can be changed to not show it or to pass something else instead. There is also 3rd party anti-spyware etc software that can be installed on a user's computer which also prevents the referrer information from being passed to the web server."
Maybe something is "wrong" with your pc?
I guess there are other ways to address banner hotlinking that do not rely on client side. Use of sessions come to mind.