If you have a fresh install make sure you did download and install the AdFree version. If you are switching from a free version to adfree version sometimes the licenses don't take or update until you login and out a couple of times.
The ray licenses sometimes cause issues when changing from free to adfree due to the 2 different types of downloads, adfree and free.
The dolphin and orca licensing part people tend to have better luck with when switching from free to paid when entering their adfree licenses.
I have read about a number of glitchs that the ads and links are in dolphin or orca when logged in as a member and they disappear when logged out, or visa versa.
Sometimes to get the orca license to take you have to login to the orca admin area a couple of times. And occassionally even hit the "en" to compile/re-compile the language file.
I know there have been some good threads regarding the ray licensing part.
I'll see if I can find some good links and update this if I come up with any.