if this is the case (IE subwindow) look at the registry key referenced in my earlier post. If something is opening up right after log in, then it is running in this key, or as a service. Microbell is right about the messenger service too. Disable that, and that should stop popups that are being sent to you from outside the OS.
Something else to try, when you log on, Keep the "shift" key depressed. This stops things from loading from the startup folder.