question on software

I just installed the partypoker software, I noticed that everytime I logged off I would get an ad that says something along the lines of 'thanks for playing at party poker, please visit our sister site', and has a 'click here' which presumably links to some casino site. Is this (the ad) supposed to happen or did I install the incorrect (infected?) software?

no, it happens on quite a few sites. bet365 and absolute are two I know of where that happens.