The Opera browser and Avast! anti-virus both have great pop-up blockers as well as (in the case of Avast!) really good spyware/malware blocking.

We've had some overpass-sign-waving clods in our area of late as well.

Too bad there's no program for slapping the signs out of their hands and chasing them up the road with a swift kick in the ass.

[/rabbit trail]

You may, these days, without any fear of being paranoid, also safely assume that as much specific information about you as possible (IP address, location, ISP info, etc) is being harvested aggressively by the purveyors of those advertisements as well, pop-up ads or no.