We know that they aren't working in advertising anymore come the "Matchmaker Michelle" episode (Season 5, Episode 2), when Becky states that they used to do advertising.

It appears that the advertising stuff after the fourth season. From there, the basement was remodeled. It was briefly their office after Jesse and Becky got married and Joey took Jesse’s old room (in the episode where Danny hustled them in pool) but then morphed into the recording studio for the fifth season.

I believe that the end of season four is when they finally wrapped up their advertisement agency. The finale of that year is when Becky learns that she is pregnant, and Jesse was making plans to hit the road with his band.

God bless you always!!!

Holly