Google Toolbar

Google Toolbar is an excellent free search toolbar for Internet Explorer that includes a very effective pop-up blocker, built in Google search box, an autofill feature for forms, and it gives you the ability to browse the internet by typing keywords into the Google search box to take you directly to the most relevant website.

PopUpCop

PopUpCop is a fully customizable pop-up blocker that works with Internet Explorer and has many different levels of blocking so you can block a few advertisments or you can block them all. PopUpCop is not free, but offers more options so you can make it work the way you want it to.