I use Panic Ware's Pop Up Stopper Companion, not free, but VERY efficient with its customization. YOu can try it free for 30 days or just use the less customizable free version. There are other ones on the market, both free and otherwise, but it does seem that, at the moment, Panic Ware is the leader in this market.
Not only do I use the Panic Ware Dan recommended (free version) but I also went into my computer settings and put my firewall up. I have actually left the computer on (and connected) all day yesterday and WITHOUT using the panic ware, not ONE pop up got in!! I was really getting frustrated with them!!! I don't want my 9 yr old asking me "What do they want to enlarge?"
Another option you could try is the Google Toolbar Version 2.0. I believe it only works if you have the IE 5.0 or higher browser. Version 2.0 has a built in pop up blocker. Keep in mind it is a beta version, but it seems to work just fine. In addition to the built in pop up blocker, you have Google search right on your toolbar, and it's free.
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