Spyware is becoming a really big problem on the Internet and everyone here should either read the following links or get their parents to do so.
At least one Neopet Fan site, several Free Hosting sites and many other places you might visit use Spyware on their servers.

What is Spyware?
http://www.spycops.com/snoopware.html
http://www.spycops.com/what-is-spyware.html

There is a program called Ad-aware which has been highly recommended by several people: http://www.lavasoft.de/ . I have installed it myself and it seems to be very effective.
The basic version is free. It will not block attacks by Spyware but will allow you to scan your system to remove anything that has been placed there afterwards.
The personal version is only $26.95 and it will block them from putting anything you do not want on your computer.

I have also heard good things about Spybot-S&D which can be found here: http://www.safer-networking.org/ .

Popup blockers do not generally protect you from Spyware so it is as well to double check that you are safe.

If you have any questions then please feel free to PM me.