Advertising Banner Assignment

I do not like how the banner advertisement is set up. I would like to customize the areas its assigned to. No matter where I put one it does not show up in my theme. I must have customized the theme to much for these to show up. Where can I edit where banners are assigned to? I would like to have a side banner on the side of the page. I also do not need banners in the header or footer. I need to be able to place them within the site. Any help would be appreciated