If they are browser based popups you should use a
spyware removal tool to get the spyware off of your computer.
I recommend spybot and adaware is another popular one, both can be found from the link I gave you.
Now if, as you say, these are not browser popups they are most likley the messenger (not MSN messenger) popups.
You can get rid of those by following these steps:
Windows XP
1. Click Start->Control Panel
2. Click Performance and Maintenance
3. Click Administrative Tools
4. Double click Services
5. Scroll down and highlight "Messenger"
6. Right-click the highlighted line and choose Properties.
7. Click the STOP button.
8. Select Disable or Manual in the Startup Type scroll bar
9. Click OK
Windows 2000/NT
1. Click Start->Programs->Administrative Tools->Services
2. Scroll down and highlight "Messenger"
3. Right-click the highlighted line and choose Properties.
4. Click the STOP button.
5. Select Disable or Manual in the Startup Type scroll bar
6. Click OK