Anna
What Operating System are you running. If you're running Windows XP or 2000 and have not been installing updates you should start at the basics:
Right click the "My Computer" icon and select "Manage". On the left expand "services and Applications" and the highlight "Services". In the right side of the window look for the service "Messenger". Double click it and change it's startup type to Disabled (disabling this service DOES NOT AFFECT MSN MESSENGER IN ANY WAY). The types of pop ups you're experiencing could be related to this. If you have windows XP go to
http://www.microsoft.com/downloads/ and download Windows Defender. This is an anti spyware app from Microsoft.
And to make sure your Windows updates are turned on Right click the "My Computer" icon and select "properties". Select the "automatic updates" tab and make sure it's turned on.
If you're not Windows XP, as others have mentioned Spybot is a good free app.
http://www.safer-networking.org/
If you want the best spyware app though you should fork out some $$ for Webroot Spysweeper.
http://www.webroot.com/
The other apps listed in previous posts always make the top 5 or 10, but Webroot's product has topped the ratings for the past couple years.
On top of that don't just get an AV program, get a full security suite. Either Mcaffee or Symantec have products that include a software firewall and AV product. Neither of these are the "best" but they'll probably have the best support and you're pretty much guaranteed they're going to be around in 12 months.
The trick is going to be cleaning an infected system. Install these applications and run all the online updates for them. BUT before you install or run updates you should check one file that alot of these programs mess with that prevents you from going to the web sites for updates. Browse to the following file
c:\windows\system32\drivers\etc\hosts
the file is called hosts with no extension. Open it up. It should have a bunch of text preceeded by the pound sign #. Below that is the important part. Other than the comments (comments are the part preceeded by the # symbol), the only thing in the file should be this
127.0.0.1 localhost
If you see any entries like
127.0.0.1
www.symantec.com
you should delete them. Basically when you would try to go to the website
www.symantec.com you would get a page not found because of this. The same thing would happen if there are entries for windowsupdate.com etc.
After you've updated all your software, you should then restart Windows in Safe Mode (press the F8 key when booting) and select Safe mode. Launch the antivirus app you choose and do a full in depth system scan. If it finds anything let it clean it up. Then run a full scan for spyware. Good luck