I'm new to this adsense thing. I'm just confuse why some ads have "Advertise on this Site" written in the bottom while some don't. Can anyone please explain this to me?
You can choose to display or hide this message. Look here for more infos : https://www.google.com/adsense/support/bin/answer.py?answer=39603&topic=8246
So what if i choose to hide the link, how would people want to advertise at my site if they can't see it
Most savvy AdWords advertisers know about 'site targeting' so if they want to advertise on your site they will any way.