Try using Text='<%# Eval("ActiveAds").ToString("#,###") %>'
You might need to also check that your datavalue (ie ActiveAds) is an numeric type like an int or a long. If it isn't you might need to parse it first to access the numeric format strings.
So.. if the above doesn't work, try the following:
and it works fine. Not sure what your underlying datatype is, but I'm sure that works. If you don't want to eval to a string, then convert back to an Int, it can also be cast using:
<asp:Label ID="LabelTotalAdsNum" runat="server" Font-Bold="True" Text='<%# ((int)Eval("ActiveAds")).T
should be
<asp:Label ID="LabelTotalAdsNum" runat="server" Font-Bold="True" Text='<%# ((int)Eval("ActiveAds")).T