Hi,
The best way to disable popups is to use a non-IE browser. I use Mozilla Firebird - a pretty awesome browser with lotsa features including popup blocking, tabbed browsing (this allows u to browse multiple sites in a single window), etc.And, it's free.
And yeah, disable the messaging feature, as mentioned by Klipschfoot.
Here's the link to Firebird:
http://www.mozilla.org/products/firebird/
Also, here's a link explaining why u shud be using it:
http://www.mozilla.org/products/firebird/why/
Enjoy.
-Kid