Your best solution in my opinion; don't use Internet Explorer for everyday browsing. Use
Firefox instead. There is a plugin for Firefox: Adblock Plus that does a great job of blocking popup ads. When I use a Windows machine, I only use Internet Explorer to run Windows Update and sites where I have to run IE because the developers have chosen to implement the site so it only runs on IE (this is idiotic and unacceptable, in a world where Firefox
market share is becoming a real threat to IE's market dominance).
Because of Microsoft's unwise decision to integrate the browser closely into the OS, to define their own standards and try to enforce them on the world, and to allow a major hole for system corruption through its implementation of ActiveX controls, Internet Explorer is one of the major routes into your PC for viruses, spyware and other malware. Yeah, you can set it up so it's relatively safe, but why bother, when Firefox is available as an alternative?
Best rule of thumb: use IE only when you're forced to do so, and when you do, BE CAREFUL!