Choosing your page as "frontpage"?

Maybe a stupid question, but for a long time now I’ve ran into a lot of problems when it comes to placing ads etc. Many plugins makes you choose to make changes to only you frontpage or and other spesific pages. However this dowsn’t work for me. I’ve set my frontpage as “order 1”, but is there something more I’m missing??! ?? I want to be able to control which page I put ads on, and for me its more or less no ads on all my pages or ads on every page…. ??