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 and AVG.
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.