Are these Windows Messenger service popups? If so, you need a firewall.
'Messenger spam', is not in itself harmful, but is symptomatic of a larger
problem - your computer has ports open from the Internet.
You can disable the Messenger service, but that is unwise as a solution as
you'll still have the underlying problem that caused you to get the messages
in the first place - consider the messages a useful warning that you have no
protection from the Internet.
For a standalone machine, see www.sygate.com for a free personal firewall.
If these are IE popups, just get a popup blocker like that found at