These are Windows Messenger Service popups. To disable this service (this is DIFFERENT from Windows Messenger, don't worry), do the following: Go to Control Panel->Administrative Tools->Services. Find the Messenger Service, right click on it, choose properties. Set it to Disabled.
Alternately, you could block ports 135-139 on your router/firewall/etc, as messenger uses these to send data.
The service is useful for internal networks so that the Sysadmin can send popup messages to users to alert them to changes in the network status and such.
Unfortunately, an ad-agency just started marketting a piece of software that uses this messenger service to spam entire blocks of IPs. They started selling it about a month ago, and as of two weeks ago, had already moved 500 or so copies. It is a pretty easy advertising scheme. Most
users don't know how to block it. They don't have to visit the webpage to get the advertisement. It's a shame Microsoft left this service ON by default. But, that's life, I suppose.