For now, find where your browser keeps your temporary internet files, and clean them out. Look under tools-internet options, if you're using Internet Exploder.
Be advised, cleaning out the cookies will probably undo a lot of preferences and "remember my password" stuff you've done at various sites. You're on your own here.
Myself, I do this via Windows Explorer, the program where you can go looking in all your folders.
I found that with a combination of IE 5.0 and Win98/NT4.0, you also get this sub-folder called Content.IE5 which in turn has its own sub-folders with nonsense names like "4pcxud9","A1g34167", and so on. You may or may not see any files in them.
Once I've done my other housekeeping and shut down the browser (at work we have a no-choice home page which if your browser is open has image files that interfere with clean-up), then I remove all these weirdly named sub-sub-folders, but only under that "Content.IE5" subfolder.
That's what I found will stop most pop-ups for me.
But it's risky if you are prone to mishaps. You are warned that it might screw your computer up. I'd recommend having a techie friend do this with you.
If you got suckered into clicking "yes" to a pop-up in the past that offered to install some free software, improve your performance or synch your computer clock, or that warned you that your computer is broadcasting an "IP address", you may have gotten some 'spyware' which is more insidious and which the method I described above will NOT remove.
That's when that AD AWARE software and similar stuff will come in handy.
Proceed at your own risk [:D]