When I am using Internet Exployer or on AOL, unsolicited websites keep popping up advertising things. This started about 2 months ago. I assume I downloaded something that had adware/malware associated with it. I have the AOL security with adware/spyware prevention, but it is not working. Is there a way I can locate on my computer the executible causing these websites to pop-up?

Yep just download and run spybot.
An excellent anti-spyware program available here: The home of Spybot-S&D!

Another good one to run is Ad-Aware Free. I personally suggest Windows users run both Spybot S&D and Ad-Aware regularly, since in my experience they can catch different things.

Thanks for your advice. I have now run both Spybot S&D and Ad-Ware Free a couple of times. Things have improved greatly; however, Internet Explorer still pops up blank windows. Any suggestions on how to keep IE from opening pages on its own. It only happens when I am on AOL or otherwise running IE.

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!

Check whether you accidentally disabled the popup blocker.