stop going to dodgy sites
have you looked to see if there are any options that need tweaking?
Or do as we do, use a different browser
edit:
See how good I am to you, I even started up 'windows' and then even worse, ie7!!! Arrrrggghhhh my Pcs infected!!!!
click tools, pop-up blocker make sure its enabled
If it is, select pop up blocker settings and see what sites are in teh 'allowed' list. Make sure its as you expect it to be.