Your machine may be/is infected with spyware/malware. Go
get copies of Ad-Aware and Spybot (both free) and run them.
That should clean your machine.
You might want to consider using a different browswer such
as Firefox, Opera, etc. They all have built-in pop-up
blocking so the ads which install this stuff on your system
don't even appear.
Another option might be to get Googles Toolbar which also
has built-in pop-up blocking.