Change your browser to Firefox. Or stop going to such sites, but that would be too extreme.
More seriously, anyone using IE should download and use Google's popup blocker, or an equivalent. Given the plethora of IE exploits in the wild, even CERT has advocated a move away. Firefox is the most popular alternative, although there are others, notably Opera. As they gain market share there will be attacks aimed at them, but they are more recent re-implementations of the Mosaic browser that was the grandpappy of them all. There is some reason to hope that their security is due to more than obscurity, to couch a phrase.