There are these ads or advertisements that pop up on my screen and it's really annoying. I want to know how to get rid of them.

Do you have or run any network security that has a pop up blocker.

When is the last time you ran a security check ?

Several steps can be taken to help this.
First check for viruses and other malware, There are several free AV programs like Microsoft Security essentials (http://www.microsoft.com/en-us/security_essentials/default.aspx) and AVG (http://free.avg.com/us-en/homepage).
Second Firefox offers several ad blocking extensions. I do not use Windows so I am not sure what is offered in IE outside of the popup blocker.
Finally always make sure that you operating system, Security software, browser, and other software is up to date.