First, I don't use Internet Explorer for normal surfing.. Instead, I use Firefox or some other hardened browser. Firefox prevents quite a few popups from loading automatically. (You can also set Internet Explorer to "High" in it's Internet security settings.)

Next, I use a HOSTS file which blocks your browser from visiting a number of advertising, spyware, and inappropriate sites.. See the link below:

How To Use A HOSTS File

The HOSTS file is easy to edit so if it prevents you from visiting a few of your favorites sites, you can easily edit it to enable that particular site.

Hope this helps.