Something else to consider is a HOSTS file. In laymens terms, it's the address book stored on your computer similar to a network based I.p. lookup service. I.E. (not sure about other browsers, but since you said you use it...) first looks to see if you have a HOSTS file to look up an I.p. address for a domain name before sending a DNS request. If the domain is listed in the file, it goes to that i.p. address and doesn't even check DNS.
What this allows is you can manually change what address any domain goes to. You could make it so entering the URL
www.Google.com actually goes to the I.p. address for
www.yahoo.com instead. (That could make for a fun prank, now that I think about it) 127.0.0.1 is the local address for any computer, meaning for the info requested from your browser to be shown, it would have to be stored locally.
So what happens is groups make HOSTS files available online with all the currently known bad domains that could spam you, send a virus, etc, and direct them to 127.0.0.1. Since there's nothing to be pulled up on your computer, the pop-up or whatever is effectively killed without the need of a specific program. At most, you get a page not found error.
I'm not saying you can abandon anti-malware programs all together, but it's a big help for computer safety and annoyances online. A couple drawbacks are it isn't self updating (it's just a .txt file), and sometimes a legitimate domain could be blocked. I think mine blocks the domain Google uses for its sponsored search results because any time I click one on my computer, it always gives a page not found error on the redirect url. Clicking the regular results are unaffected, just the sponsors.