The title of wp125 can be changed in the settings of the plugin (ads - settings). You can't insert the wp125 into a page, so it got to be added to a widget area. There are other ad plugins that can be added to pages though, with a shortcode (f.ex Advertising Manager).
The bfpage shortcode inserts a page inside a another page (or post). This can be handy if you want to include the same content many places, like ads or signatures.
However, if I were to add image ads into a one page I would upload the images and insert them into the page editor. What kind of ads are you going to add? If it is from an ad network I recommend to use the "Advertising Manager" plugin, if it's just a banner, no plugin is needed.