What works for me is the combination of Firefox and the NoScript extension. Firefox largely pioneered the whole popup blocker idea years ago, and then NoScript added to it which blocks ALL scripts by default will keep popunder ads from being able to open. Then you can go through and selectively enable scripts, hopefully weeding out the pop under script while keeping the rest.
If that doesn't work, just don't go to those sites anymore.
When I access a specifid web page, it always has a "Pop Under" ad running under it. I have went to the site, optmd and asked to have it stopped but to no avail. I am using Window XP Home. How do I stop these type of ads. They are not Pop-Ups and don't get blocked.