Does Microsoft Security Essentials only prevent Malware from *installing* itself or does it...

[BawkBawkBoom]

The reason I ask is that I used to have Avast! before switching over to MSE, but now that I think about it, I distinctly remember a couple of times when Avast! prevented some apparently Malicious ads from loading themselves on a Web-page in Chrome; that is, it stopped them from being downloaded and rendered. Does MSE also do this? Or does MSE only "protect" by preventing any potentially malicious software from installing itself on my system?

If MSE does nothing to prevent software from downloading, should I stick with Avast! instead? I also really like the Avast plug-in for Google Chrome with the website reports so I can know not to enter a site in the first place...

Thanks!

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