Like Chipn, I use Pop-Up Stopper and it works 
very well. 

I also have my IE privacy settings set at medium 
high. True, there are legit sites that I want to 
visit but would normally be blocked. All I do 
then is list them as exceptions in the section 
provided. The number of sites I had to make 
exceptions for is not as high as you would think. 
There are only three of them; Ebay, Paypal and 
Anime Museum (only to place an order, not to view 
the site). 

I think this has also cut down on the amount of 
spam I receive. My 2 most commonly used emails 
have been in service over 3 years and I get about 
1 unsolicited ad a month (usually ebay).