Internet explorer (latest versions) have their own built in pop up controls. If you are getting pop ups even on ebay and such, I suspect that the pop ups might be related to spyware instead of actual site generated pop ups. In this case, pop up blockers might not even work like you expect. Windows offers a free spyware checker/preventer called windows defender and it can be downloaded for genuine windows users.
Another thing that you might consider doing is including a working "hosts" file into your windows directory. Many people are unaware of this file but it basically is a text file (without any extension, named hosts and not hosts.txt). Do some googling and you can find more information on this file and it's purpose. However, in short, the hosts file prevents any identified site/IP listed on the file from "pushing" information to your computer including spam, worms, trojan horses, viruses, and of course, ads. Fortunately, most ad servers use well known and documented addresses. Unfortunately, it is a lot of work putting together a list that will actually work. Fortunately, the lists are out there for free and others have already done much of the work for you. Including the hosts file will likely result in your computer running more peppy as your browser won't be spending valuable bandwidth downloading banners and ads because those known adware or spammer sites won't be accessible to you. I know that it works because oftentimes, I will see the caption "explorer is unable to load this file" in a location on my browser where I previously had ads displayed. I'm not including the instructions on setting up the hosts file here because (1) it would wear out my fingers typing it all up and (2) you'll need to google and find someone who already has a hosts file designed for you anyhow, and they will have already spent the time generating the instructions which will probably be clearer than something I could put together.
Hope this helps.