Over time, naughty software will sneak into your machine, slow it down and send informtion about your web browsing back to commercial marketing people who sell it on to advertisers - your pop up comes from software running in the background on your system. All this malicious stuff is sometimes called MalWare.
You need to get into the machine's Startup list and disable all the rubbish that's called to run at start up time....
On Vista you can use Windows Defender - Software Explorer - Startup - and disable everything by unchecking the boxes.
On XP enter msconfig in the RUN box and click OK and uncheck everything in the Startup list.
Then connect to the internet...
Then download and run Spybot Search & Destroy (free) - it will take several minutes and will very probably find dozens or even hundreds of naughty pieces of software - tell it to Fix the problems...
Then get hold of AVG (free) antivirus software and search your machine for viruses.
Also consider not using Microsoft's Internet Explorer in favour of perhaps, Firefox by Mozilla (free) - I have a personal prejudice against IE and believe Firefox more secure. 25% use Firefox - even Bill Gates has used it!
Piriform's CCleaner (free) is useful and has a tool to tidy up the machine's registry.
While you're at it consider defragmenting your disk once a year.
Adopt good housekeeping habits.
Good luck...
Peccavi
November 2009