As IE points out in its pop-op FAQ :

I turned on Pop-up Blocker but I still see some pop-ups. Why?

The following are some common reasons why you might still be seeing pop-ups:

You might have software, such as adware or spyware, on your computer that is opening pop-up windows. To stop these pop-ups, you will have to identify the software that is opening them, and then remove it or change its settings to stop it from opening pop-up windows.