It sounds like you're computer is being told to open new "messages" that are not, strictly speaking, "popups." A popup, in the usual sense, is a separate window that opens in the browser you are using when you connect to a specific web site.

You may be getting "Messages" unrelated to the websites you're looking at. If your "file associations" tell your computer to use IE for files of type .htm and .html, then a "message" in one of those formats will open IE to display itself, even when you're using another browser to surf the web.

Unsolicited messages of this kind frequently happen if you've turned on "Instant Messaging," but there's also the possibility that you've picked up a bug that's "calling home" for some spam (and possibly for some other even less-wanted stuff).

Since Internet Explorer is "built in" and performs several functions in Windows unrelated to browsing, you can't remove it; and since it has to be there it needs to be kept up to date to keep your whole computer from being vulnerable to malware, so you should have Internet Explorer 7.0.5730.11 or better. An update of IE is in order if you're using an earlier version.

In IE7, click "Tools" on the toolbar at the top, select "Internet Options" and click the "Programs" tab. There should be a place to set IE as your "default browser." There should be a similar setting in whatever other browser you use where you can make the other one the default browser. Setting your other browser (Firefox) to be your default browser may help.

In IE7, at the same place (Tools|Internet Options|Programs) there should be a button to "manage add-ons." If you click "Manage Add-Ons" you can take a look at whether something has been turned on that might be force-feeding the ads you're seeing. Java and XML "helpers" are prime possible suspects, although Flash could be a culprit.

Also in IE7, at Tools|Internet Options, but on the "Privacy" tab, there should be a place to check to turn on the Popup Blocker. (This option may come with IE7, or may require a current OS with current updates, so it may not be there if you're using an older OS.) If it's there, it's reasonably effective without adding on a separate blocker program. What you're seeing doesn't appear to be "just a popup" so this setting may not stop it.

In "the other explorer," Windows Explorer, there should be a "Tools" button with a "Folder Options" choice where you can click the "File Types" tab to see if .htm and .html are "associated" to open in IE. You may or may not want to change the association permanently, but changing it temporarily to your other browser (or even to something like Word) would at least indicate whether the separate "junk" you're seeing is arriving as one of these formats. (This change may mean that your "ads" will open Firefox - or Word - when you're browsing in IE?)

To get rid of the ads, you need to figure out where they're coming from. A full system scan with your AV, with current updates, followed by one or more of the Adware scanners like Ad-Aware SE (with current updates) and Spybot S&D (with current updates) should give reasonable assurance that you haven't picked up some kind of malware.

If the scans don't find anything, it's most likely that you're getting "Instant Messaging" that can come in through any browser and/or email program on your machine, or that may be "pushed" by your ISP. Each "suspect" will likely have to be explored individually to find which one is letting the stuff in.

John