Well a couple of things may have occured. "Someone" may
have been visiting a porno or hackers web site. If you
don't have your IE set to disallow ActiveX etc the site
could have installed an automatic run program on your
computer. Or else you could have opened up an email with a
worm attached.
Update your virus protection (or do a free online scan
available at most anti-virus sites) and do a scan for
virus' and worms.
Also, while your browser is open, go to Tools > Internet
Options > Temporary Internet Files > Settings and then
View Objects. This is where internet programs (like
Shockwave) are downloaded and run. Just delete everything
in there. It won't hurt your computer at all. You will
have to reload things like Shockwave the next time a web
site needs it, but that is not a big deal and it is quick.
But one of the files in there might be driving the pop ups.
If a worm is driving the pop ups you might need to do more
cleaning in the registry. But save that for someone who
understands how to work in the registry. You could really
mess up your computer if you don't.