Pop up blockers do not work with some ads.
Surfing the Internet inundates you will advertisements at every turn -- the most obnoxious of these is the pop-up ad, which opens a new window that displays on your screen. While pop-up blockers are effective in combating most ads, they are not a universal solution.
New Technology
In the past pop-up blockers have been almost exclusively coded using javascript. Pop-up blockers, both in browsers and independent programs, were able to detect javascript that created a pop up and stop it from opening. Recent pop-up technology, however, has used DHTML (Dynamic Hypertext Markup Language) to create the offensive ads. Standard pop-up blockers are not yet equipped to detect these ads.
Good Pop-ups
Some websites use pop-ups for page elements that are not unwanted advertisements; for instance, Blogger uses pop-up windows to add comments in certain templates. Your blocker may be allowing pop-ups that it does not perceive as a threat.
Viruses
Make sure that the pop-up is coming from your current browser window. If the pop-up is opening in a different browser, or when you do not have a browser open, you may have a virus causing this program to run pop-up advertisements.