Try this, works for me:
under your start menu, go to 'run'
type 'msconfig'
you'll see a menu, on the far right tab 'startup',
you'll see many programs that your OS runs in the background.
click the one that says 'messenger', that will kill those messages.
for pop ups & stuff like that, you'll need some sort of pop up blocker & use the firewall that is built in for windows under 'network connection' under 'settings', you will need to open up your network connection icon (usually your modem or network card) and click on properties. under properties, there is a tab 'advanced' where it has a firewall. turn that on and it should help.