1. A computer jukebox capable of receiving and storing digital data representing a plurality of advertisements, data representing the identity of each of said advertisements, and data representing when and the number of times each of said advertisements is to be run, comprising: a display associated with said jukebox, said display allowing a user to retrieve and play a signal representing a song selected from a plurality of songs stored in said jukebox; a communication interface for receiving said advertisement data, said data representing the identity of each of said advertisements, and said data representing when and the number of times each of said advertisements is to be run, said computer jukebox downloading said advertisement data from a transmission link that allows bi-directional communication between a remote central management system and said communication interface of said computer jukebox; a programmable computer memory storing said digital data representing each advertisement on said jukebox, the location of said digital data representing each advertisement, and said data representing when and the number of times each of said advertisements is to be run on said display; and a processor for displaying one of said plurality of advertisements on said display, when said jukebox is not generating a signal representing a song selected from said plurality of songs stored in said jukebox, wherein said processor is responsive to said data representing when and the number of times each of said advertisements is to be run.