All the comments here are leading you to the correct answer.. but I wonder if you have explored how the banners module works?

Try setting up a page with the dnn-blue or any default skin. In the code, there is a token / skinobject called BANNERS.  Now it does nothing when it's not activated.

However, depending on how you want the banners served, eg. host or admin/portal level will depend upon your settings. 

If you log in as host or admin and look at Admin/Settings/Advanced/Other - you'll see the words Banner Advertising: and three radio buttons -and by default its' set to none.  Try setting to admin or host and you'll see what happens when you update the pages.

What happens is that you've actually triggered the behaviour to be turned on. Its' similar to when people want to turn off registration to their site - they don't have to remove the USER token, they simply turn it off in DNN. That's the very clever relationship that DNN builds for designers and developers to integrate information and keep it dynamic.

However, when you set the banners module - if nothing is setup in the Vendors section - eg.. if you click Host - then you need to have setup Host/Vendors correctly for it to display and if you have selected Admin - you need to setup Admin/Vendors for that to display.

The slight downside to working in this way is that by default - it's the 468 x 60 px banner that is displayed at all times, (as far as I've tested) and you can modify this in the skin - by setting the type of banner you want displayed (I think, I'm only guessing dnn will do this because it's very intuitive).

The way you can get around this is to create a pane, like you suggested and use the Banners module in there - where you can select the type of banner you want displayed. 

When it comes to displaying on all pages, I've not been a big fan of that - because I found that even though I try to delete something - I made a mistake - it still comes up on every single new page I created.. I don't know how to get rid of it.

So the quickest way would be to use the Copy Module function which you can do, when you are logged in, and instead of seleting add a new module, you select Copy and it then refreshes, you select the page you want to copy it from, then, you select which module you want to copy and point the pane you want to display it in.

This function is MIRRORED - so if you change the setting on the first page, every page you have set the module to be displayed will reflect that change.

I hope this ties in what the others have said becuase each of them has a good point, but sometimes I think new people might not know the way DNN works to fine tune it.

Nina Meiers