Hi aiglon,
Yep, whatever is causing the popups is on the machine already, so the firewall will not stop them (unless they are also trying to phone home).
Please download 'Hijack This!' from
here, unzip, and place it in it’s own folder, (not in the temp folder, or on the desktop) doubleclick HijackThis.exe, and hit "Scan". When the scan is finished, click "Save Log", and copy and paste it in a reply.
This will give us a rundown of what’s going on in your PC. One of us here will be glad to analyse it for you.
Don’t fix anything yourself yet, as a lot of the stuff on that list will be harmless or required.
Don't forget to disable smileys before posting..
Cheers
Liam