Sounds like you got some nasty spyware software embedded on your computer.
Try using Ad-Aware and Spybot S&D to get rid of the stuff. I use both, because each program won't get them all.
I also use Slimbrowser instead of internet explorer. It is very similar to IE, but is very good at stopping pop-ups, as well as maximizing the amount of webpage you see instead of a bunch of toolbars, etc.