Helping people with computers... one answer at a time.
Popups (and pop-unders) are a pain. They really are. Unfortunately, they exist because they work. Much like SPAM, enough people actually click through popup ads and buy products through popup ads that they're going to be around for a long time. From a marketing perspective, they work.
From a usability point of view, At least, in my opinion, they're quite annoying. As a result, I run a popup blocker.
I run Firefox as my web browser. Firefox includes a built-in popup blocker that works very well. It doesn't catch absolutely everything, but it's enough for me that I don't bother installing any additional software.
Folks running Internet Explorer should upgrade to the latest version, (for many reasons, actually), which now also includes a popup blocker. Like Firefox's it's not 100% perfect, but when enabled it does a very good job of preventing the most annoying popups.
The nice thing about the blockers in both Internet Explorer and Firefox, is that they both display a bar across the top when blocking certain types of content that allow you to examine whether or not you really want that popup blocked. For example many e-commerce sites actually use popups as part of your shopping cart or checkout process. You can, for example, easily specify that the popup should be show, and further that all popups from that same site should be allowed through.
Prior to my switch to Firefox, and prior to IE's integration of a popup blocker, I used the Google Toolbar to do all of my popup blocking. The Google toolbar is a handy piece of software to have installed for several reasons, and the popup blocking was a very nice feature.
Prior to the Google Toolbar, I used a software package called Popup Ad Filter, from Meaya. It's small, fast and configurable, and does a fine job of blocking popups as well.
Another important thing to realize is that excessive popups, particularly porn or offensive popups, are often a sign of spyware. Definitely run a spyware scan in cases like that.
Finally, I'll point you at this eBook 10 Quick Steps to Stopping Pop-up Ads. This book addresses fixing some of the many other ways that pop up ads can annoy.
With all those ways to block popups, it's surprising that websites still use them. But, like SPAM, it's cheap to produce them, so it doesn't take many people to click on them for popups to remain a cost effective marketing approach. For those of us are willing to take the steps, it's one annoyance that's fairly easily dealt with.
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