If you're using IE 6, put your Block pop-up setting to High, this will require you to hold the CTRL button every time a legitimate site is block, else all pop-ups are block.
Switch to Firefox:
Do a complete scan of your system using Warez's guide: http://www.techist.com/showthread.php?threadid=117351
Both IE and FF have build-in pop-up blocker, but that isn't enough. You can find a third-party software, either shareware or free. Try searching on Google.com for pop-up blocker..