If they're true "popup" ads, and not mIRC query windows, try
this little utility to disable windows messaging.
Messenger is very easy to disable in XP without any utility by just going to Run, type services.msc and hit enter/ok. Go down to where Messenger is and double click it. Choose Stop and Disable. All done. Not sure how easy it is to disable in other Windows versions, or even which ones have this annoying thing.
I just thought I'd offer this method as some people prefer not to download utilities that do things without them knowing what is really being done.
