I use Popup Stopper, a free utility from 
PanicWare (http://www.panicware.com/).  It does 
the job for me, without interfering with my web 
surfing.

For the automatic downloaders, I'm not aware of 
any solution except to change your browser 
settings.  The more stringent that you set your 
browser security settings, the safer and less 
bothered by automatic downloaders you will be.  
Unfortunately, also the more compromised you will 
be for visiting honorable web sites.

The leprosotic scum that has decided to use the 
Internet to commandeer everyone's computers for 
their own perverted purposes had really made it 
hard to enjoy the Web on it's own terms anymore.