Unless you are using Windows XP SP2, IE doesn't have a popup blocker.
Assuming you do have SP2, go to Internet Options in Control Panel, go to the
Privacy tab, remove the check from "Block pop-ups," click apply and ok.
If you don't have SP2, the only way your browser, assuming it is Internet
Explorer, would have such an option is if you installed some third party
software and we can't help if we don't know what it is.