You have 2 options to accomplish this. Using plain JavaScript or with jQuery (or other library). I'll post the JavaScript way.
<!DOCTYPE html>
<html>
<head>
<meta charset="utf-8">
<title>Insert title here</title>
</head>
<body>
<a id="banner" href="http://www.purple.com" target="_blank"><img src="banner.jpg" width="400" height="150"></a>
<script type="text/javascript">
window.onload = function() {
var el = document.getElementById('banner');
el.addEventListener("click",function() {
this.style.display = "none";
});
};
</script>
</body>
</html>