I have been planning to do so, no time yet. You have the whole series? 
I watched everything online. That's how good it is. At first I found the show intimidating, but soon I decided I had to watch it since it's a period piece. I'm a sucker for period pieces. And wow, if everybody thinks it's intimidating, this show has all the right to be! The story telling is ingenious, the production design intricate and stylish, the characters with their deserved depth, the script very well-written. It's intelligent and "adult" in the subtle and complex sense, not just the sex sense. Definitely superior television. No wonder they won Best Series Emmy year after year since they started. Ugh, I can writing a freaking essay for every episode. Season 5 is on its way, hopefully aired soon.
And I can see its appeal to you. The 60s set is a beauty, and Mad Men does center on an ad agency.
Daldal ko.