The most recent versions of Windows XP (with Service Pack 2) come with a Pop-up blocker.

If you do not have the lastest version of Windows XP, you can install the Google toolbar which has built-in support for blocking website pop-ups.

Download the Google Toolbar from Google. After you download it, install and configure it to block pop-ups. The Google Toolbar has built-in support for blocking website pop-ups. In addition, it also provides a quick and easy way to search the web from within Internet Explorer.