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If I'm filtering it, I don't want it. Badgering me about it using a method that can't be filtered (yet) doesn't make me want it more, it upsets me more and turns me off from the product.
It was quite annoying but I remembered the articles and the fake screen shots of Windows XP before it came out where Microsoft had supposedly sent a message to the user who was using a pirated beta copy of Windows XP using the messenger system but it turns out that it was just someone faking messages from Microsoft. Who would think a spammer would use the same techniques?
As far as not targeting ads, it doesn't seem like business sense, but pop-ups like this must yield some $$$, otherwise popups like this wouldn't be such a big business... this kindof pop-up for the first mover must have hit millions of desktops and you know how it goes if 1% of that respond thats $$$$$ for the pop-up dude.