I downloaded AdAware and it seems to work pretty good... there's still a few that come up, but not many.

I used to just close them, or try to, anyway... too may windows open and my computer would slow WAY down and it took forever for the unwanted windows to close by regular means: ctrl-alt-del, alt-F4, or clicking on the X.

I think everyone's machine may have different ways of dealing with the nuisance - what works well for one may not work for another.