The most recent version of Windows XP and Internet Explorer 7 (with Service Pack 3) comes with a Pop-up blocker. Click here to find out out more.
If you do not have the lastest version of Windows XP, you need to update your system by going to Windows Update.
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.