If you use OmniWeb, iCab, Mozilla, or Netscape 6.2 (I think), there should be an option in the preferences to disable popup windows. For other browsers you can turn off JavaScript (although this of course has many undesirable side effects). For an app to block popups, look on VersionTracker.
On a related note, if you're somewhat comfortable with the command line, try junkbuster to block ad images. Junkbuster acts as a proxy that screens out images from sites that you specify, so that your one junkbuster blockfile works with all web browsers that support proxies (in case you use a browser that can't block certain images, or in case you ever switch web browsers).
Alex