OK. If you don't have XP SP2 yet, then you could improve the ability of IE6 to block pop-ups - it's quite effective, but there is still some virulent adware that will use scurrulous methods to ram adverts down your throat.
I recommend going through a process of cleaning up the PC, viz:
1. Delete all temporary files (empty Temp folders) in Safe Mode.
2. Use Internet Options to delete Temporary Internet Files.
3. Reset IE Security Level settings to the default.
4. Reset IE Advanced settings to the default set.
5. Remove all Downloaded Program Files (valid ones will reload later).
6. Check and remove undesirable sites from your list of allowed sites in IE.
7. Install and run LavaSoft "Ad-Aware".
8. Install and run "Spybot Search and Destroy".
See how the machine behaves after all that lot, and post back here if you still have problems.