I know exactly what Robbo has because I fixed it for a mate earlier this year. Something had hijacked his browser. SpyBot and Search and Destroy found lots of crap, but not the offender. The pop up bits aren't stopped by a blocker. And really, a blocker only prevents the pop ups being seen: in cases like this you need to get rid of the cause.
In fact I had the same myself for a bit this year, and I ca STILL can't remember how to cure it. I *think* I ended up in Safe Mode deleting some files.
Robbo - run MSCONFIG and go to the startup tab. You might have to do some writing - write the names of everything that is enabled (or disabled, whichever is quicker) then disable everything and reboot. You will definitely have some things not working when you boot - but try your browser and see if the problem is cured. If it is, add back things one by one until you get the problem back.
That list is the programs which are run when the computer boots, and is the most likely place that something's been added.
IIRC there was a program in c:\windows\system32 which was the offender. (You could try just unchecking anything in there first). Remember to re-check all the programs you really want after fionishing this. And, you'll need to reboot each time you make changes via MSCONFIG.
If you identify the programme, you might not be able to delete it because it's in use. That's where a boot into Safe Mode might help or, worst case, make a boot floppy (assuming Windows 98) and delete the file from a DOS command. IN FACT... unless you are absolutely POSITIVE you have found the offending file, just rename it to a new name and delete the extension, just in case you've got the wrong file!
There is another way to get round it which USUALLY works. Get another browser. I use Mozilla Firefox. It has more features built in than IE, including a pop up stopper and tabbed browsing, and is said to be faster.
www.firefox.com in case you are interested. I don't think this gets hit in the same way as IE does (could be wrong though)
