Without SP2, there's nothing built in that will do this, although browser
toolbars such as Yahoo / Google have a popup blocker, and I much prefer it
to the built in WinXP SP2 stuff. That said - you absolutely must get your
computer updated with SP2 and *all* critical updates. SP2 came out long long
long ago and it's important. Go to Windows Update.
you could just go to a popup test site, like http://www.popuptest.com/ and
see what will happen.
If there are too many the popups appearing, I'll suggest a browser upgrade.