You're likely to be using IE or Netscape or the like.
Get rid of them and use
www.opera.com - I've been using it for over two years now and have not had a single pop-up in that time. It has an in-built ad-blocker whichs works very well indeed.
It's also faster than all the others, more crash resistant, and if it does happen to crash it'll pick right up from where it left off.
It'll also run in the one window, not having to open up multiple windows like the others.
Also very good is Mozilla.