I recommend The Google Toolbar, it's free and includes a popup blocker that does a good job.

Keep in mind that most popup blockers will only blog new browser windows from opening - they won't stop DHTML advertisements such as fly-ins, etc. that may appear to be popups but really aren't.

Problem 1
Pop-up blocker option missing under Tools menu in Internet Explorer 6.0 in Windows XP Home Edition Version 2002

Reason: This is due to a restriction set in the registry or via Group Policy Editor in Windows XP Professional.

Solution
To get the Pop-up Blocker menu (and the Pop-up Management functionality) back, try this:

Open Registry Editor and navigate to the following keys:

HKEY_CURRENT_USER \ Software \ Policies \ Microsoft \ Internet Explorer \ Restrictions

-and-

HKEY_LOCAL_MACHINE \ Software \ Policies \ Microsoft \ Internet Explorer \ Restrictions

In the right-pane, double-click NoPopupManagement if exists, and set it to 0

Close Registry Editor

New Problem
I don't have the above keys!

My software can do what you have said : DHTML advertisements such as fly-ins . You can test it at http://www.popuptest.com

Newer versions of MyIE2 (Maxthon) can block those "Fly ins" (hehehe) quite nicely......... (And i think you can do it in MyIE2 also if you know what URL to add to content filter)