/me smacks Xenex
You forgot the Mac OS! :P
Under Mac OS X, being a *NIX variant, the hosts file is located at /etc/hosts. Under Mac OS X 10.2, lookupd is configured to look in /etc/hosts by default, however if you're running 10.0 or 10.1, /etc/hosts/ is completely ignored unless you're in single user mode. To get around this, you have to edit your /etc/hosts file as per normal, then type the command sudo niload < /etc/hosts. This reads /etc/hosts and puts it into the NetInfo database.
If you're running Mac OS 9, however, it's called "Hosts" and is located in the Preferences folder inside your System Folder. To use your Hosts file, open up the TCP/IP control panel, make sure that the User Mode is set to Advanced, click the Use Hosts File button, and select the Hosts file.
Actually, I just remembered something: when you select the Hosts file above, you can choose the file from anywhere (it doesn't have to been located in System Folder:Preferences). What it does is copies this file, renames it to "Hosts", and sticks it in Preferences.
Now you can enjoy Xenex's ad-blocking goodness from the comfort of your very own Mac!