It's possible then that

A) You don't have pop-up blocking turned off. Go to Tools -> Options -> Content and make sure that Pop-up blocking is on, and that FT isn't on the list of exceptions.

B) (more likely) Your computer is infected with spyware/adware/malware. Buy a Mac, or better yet, install Ubuntu Linux and get rid of Windows. (www.ubuntu.com) If you want to keep Windows, try BOTH Spysweeper (www.webroot.com) and Ewido (www.ewido.net). They each catch things that the other does not. Ewido is a better program in my opinion. Just use the free versions for now. I'd bet this is your problem.