AnD4D, thank you for your reply.
The method I used, uses paid third party software based on the WordPress 3.0 CMS. It's nothing spectacular, however I found it very simple (easy of use) and practical. See MyArcadePluginPro
I'm willing to share my experience with using it, or explain what I have found to be it's advantages and limitations so far.
As for embedding games from the Scirra Arcade, it (the software) already comes pre-configured to do so. And only requires a simple click on fetch and publish.
Concerning the advert you mention. I'm assuming its the C2 one, such as with this game: englishacorn.com/play/ghost-shooter-demo And not the other advertisements on my site.
Unfortunately, there isn't an easy way to remove that advert. Unlike flash games, when you embed the HTML5 games, you're not hosting the actual game content. Instead providing a portal to that content hosted elsewhere. Since webhosting costs money, I see the C2 advert as a way of compensating Scirra for the use of their bandwidth & webspace etc...
The only way to remove the advert without negotiating with Scirra would be to approach the game developer and ask permission to use [and host] their game instead. Which they may or may not want financial compensation for, since you are increasing the exposure to their game.
I'm sure the Scirra Team will be happy to negotiate other alternatives, maybe placing a static C2 web advert above, beside or below the game instead.. etc...
Hope that helps, let me know if you have any other questions.