They're not actually programmed into XP but the Windows Messenger service that is part of Windows is being used now by spammers to cause pop-ups that a regular pop-up-stopper can't catch (they're called netbios messages). To get rid of this type of spam, you need to disable Windows Messaging.
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I am not responsible for any damage or loss of data that the following may cause.
To disable the ability for anyone in the world to send netbios messages to your computer, you can disable the Messenger service. Its easy to reverse if you wish to later.
Windows XP
Click Start->Control Panel
Click Performance and Maintenance
Click Administrative Tools
Double click Services
Scroll down and highlight "Messenger"
Right-click the highlighted line and choose Properties.
Click the STOP button.
Select Disable or Manual in the Startup Type scroll bar
Click OK