If you download the Google toolbar, there's an option on it to block pop-ups. It seems to work well (it keeps a tally of how many it's blocked, and has saved me from 35 today) and is easy to override if required.

Or there is a program called Popupstopper which comes in various versions including a free one. I tried that first but found it also stopped me from opening up legitimate windows when browsing, so I've uninstalled it.