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Also run ad aware and to be honest makes no difference to the unrequested grey pop up adds that just appear in open browser.
One recurrent one is advertising software to block all pop ups, I hate this kind of irritating marketing!
May have a look at the alternative browsers, to see if a solution is given.
This sounds like windows messenger spam, not browser-based popups - this type will have the title 'messenger service'.
If this sounds like the case, do the following (for XP/2000):
Go to start-> run -> and type services.msc
A 'services' window will popup. Scroll down to messenger, right click on it and choose properties. In the properties window, choose startup type 'manual'.
The messenger service is intead for network admin messengers. It's pretty much obsolete, however spammers have found ways to send spam to it, so it's wise to disable it in any case.