Guidescope is a free service and free software that takes a few minutes to set up but is well worth it, because it will block even banner ads out of websites. I couldn't get it to work with IE but it works great with
Mozilla, which I also just recently installed. Mozilla also has it's own built-in pop-up blocker, if you don't want to go all the way with Guidescope but would still like to stick it to Microsoft.