Better suggestion is to move to a different browser - I've been using Mozilla Firefox for some time now and can recommend it completely. With the exception of very few shockwave sites it handles everything I need, and once you get used to clikcing on a link with the middle button to pop it up in the background as another tab in the browser you'll never go back to IE.animemaster wrote...
It may also help (if you already don't have) to get a popup blocker. Some reliable and free blockers are
Google Toolbar
Panicware Popup Stopper Free Edition
You can get it from here: http://www.mozilla.org - it's a free download, give it a try