In Firefox, click Tools / Options / Content and check the box in front of Block Popup Windows. You can also set exceptions at button on right if you want to allow popups from favourtie websites in future.
If no difference, download the Yahoo toolbar. Pop up blocker is enabled by default after installation. If you want to learn more on how to use the toolbar, read the following link:
http://www.popupkillersoftware.com/51,how-to-turn-pop-up-blocker-on-and-off.html
Similar actions can be done by IE users as well.