If they are pop-ups whilst in a browser then you need to try
Mozilla or
Opera, for a start. There are others. Go into the preferences and uncheck the allow javascript to open windows option, or the allow pop-ups menu option. You cannot do this with IE.
However if they are the lovely pop ups that appear even when you have no browser open, then you can try configuring your firewall, which will need to be a non M$ firewall (not the one in XP). These take advantage of a bug in M$ Windows (so I understand it) that basically means you cannot stop them in that family of Operating Systems. You will need to do some reconfiguration of your network, and you will need third party software to do it.
The easiest way is to try an alternative OS and see if you really even need the M$ one you are using. As these are free of cost it would be more than worthwhile trying it out. And give you much more security.
And could you please not write anything in ALL CAPITALS, it does look rather annoying. Thanks.
[ January 28, 2003: Message edited by: Linux Frank ]