Firefox will stop that from happening. download and install this browser then configure it so you dont have to worry about any pop-ups.
its free and works better then IE ever has. not to mention it looks and feels just like IE so if you are comfortable with IE, you will have no issues getting used to firefox.
i personaly use Opera and it was well worth the $$$ i spent on it. little heavier then firefox, but has some things that i like better. i do use firefox for some URLs that opera will not handle right. if opera and firefox do not open up the URL, then i dont bother with it. its that simple.
bad coding at the URl will force other browsers to NOT work with them, thus not worht your time there as things could be happening to breach your secuirty.