I got tired of it also and have switched to using 
a pop-up killer. Got mine over at: 
http://www.tinyapps.org/ for free, popki. 

Anyrate, hopefully this all goes away soon for 
many of you. Win XP Service Pack 2 is rumored to 
be coming with pop-up blocking as an IE feature. 
Probabaly doesn't help the rest of us non-XP 
users but it hopefully will be one more step in 
ending one of the dumbest forms of web 
advertising.

As for which ad is slipping it in, not sure. When 
it pops up it takes the entire screen. It then 
prompts, "click enter to continue." Which I'm 
guessing is the step at which they infest your 
browser. I always ctrl-alt-del'd IE at this point.

I'm probably doing little to help but thought I'd 
add to the discussion.