Its just another way to block annoying ads using BIND service on Debian server. It also affects OpenVPN connections. The original solution was found here. But I felt like I should make some improvements in order to make it work my way :) , so I have changed the original script. My version could work with any kind of host files. It changes 127.0.0.1 hosts to 0.0.0.0 and can consolidate different host files automatically, allowing only unique entries in BIND format. Things to do: 

1. Create the shell script file:

vi /etc/bind/make-block-list.sh

Put this script and save (you can use several hosts' URLs after wget) :

#!/usr/bin/env bash 
wget https://raw.githubusercontent.com/StevenBlack/hosts/master/hosts --output-document=.hosts_raw;
grep -E '^127.0.0.1|^0.0.0.0' .hosts_raw > .hosts_temp;
sed -i 's/127.0.0.1/0.0.0.0/gi' .hosts_temp;
sort -o .hosts_temp .hosts_temp;
sed -i 's/#.*//' .hosts_temp;
sed -i '/localhost/d' .hosts_temp;
echo "$(cat .hosts_temp)" | tr "[A-Z]" "[a-z]" | awk '{print "zone \""$2"\" { type master; notify no; file \"/etc/bind/blocked.zone\"; };"}' > .hosts_out
awk '!a[$0]++' .hosts_out > /etc/bind/named.conf.blocked;
rndc reload;
rm .hosts_raw .hosts_temp .hosts_out

2. Make the file executable:

chmod +x /etc/bind/make-block-list.sh

3. Edit configuration file:

vi /etc/bind/named.conf.local

And add this to the end of the file:

include "/etc/bind/named.conf.blocked";

4. Now we create a new zone that will block URLs:

vi /etc/bind/blocked.zone
$TTL    86400   ; one day
@       IN      SOA     ads.example.com. hostmaster.example.com. (
                        2014090102
                        172800
                        14400
                        3628800
                        604800
                        )
                NS      my.dns.server.org
                A       0.0.0.0
@       IN      A       0.0.0.0
*       IN      A       0.0.0.0

5. Run the script:

/etc/bind/make-block-list.sh

That's it. Most of annoying ads will dissapear. If you fill like you could improve this solution, I am open for your suggestions.