do you have a browser open while you're playing the game? If not, it sounds like you have some spyware. <A HREF="http://www.lavasoftusa.com/software/adaware/" target="_new">Adaware</A> might help with that
caesar are you talking bout those stupid viagra pop ups? it happens to me, I think it came from some spyware or crappy software I installed. I've been meaning to get adaware but yeah.