To start serving ads in your Windows Phone application you can install the Microsoft advertising SDK. But I believe it is not mandatory. You do not need to reference it in your project. So please take a look at the screenshot below and make sure you do not check that box!
I recommend using the (not yet final) Adrotator V2. It is the successor of V1 and has an XML configuration file which can be put somewhere online (remote) so that you can edit advertising preferences without needing to update the whole app and push it to your users.
You can get it from nuget as long as you make sure that you can view the pre-releases or put this in the packagemanager console:
Install-Package AdRotatorWP
-Pre
That will pull down the package. The readme file will open in a tab and tell you to manually add more DLL’s for mobfox, smaato etc. (only adduplex is included because they have a nuget package).
You should mark your XML config file in the project explorer as content and copy to output always and check the app’s permissions, because mobfox requires <Capability Name="ID_CAP_IDENTITY_DEVICE" /> as found on http://wpunifiedad.codeplex.com/discussions/436059
It took me a while to figure that one out. You have to add this namespace in the XAML in order to use the adrotator component.
<phone:PhoneApplicationPage xmlns:adRotator="clr-namespace:AdRotator;assembly=AdRotator" ...>
Good luck!