Hi Tonye,
Most likely what you're seeing are the popups generated by the Windows Messenger. This is an unnecessary service that you can turn off. I had some simple instructions saved on how to do this but I've misplaced them.
The best thing for you to do anyway is go to this site:
http://grc.com/Steve Gibson has several program that you may want to download and run on your new machine. The first one to get is called "Shoot the Messenger" and it will take care of your annoying popup problem. Read that site in detail and you'll learn alot.
First thing to check is make sure your Internet Connection Firewall is enabled. (ICF). You can enable it for each network connection that will access the internet. The option is under the properties menu for each connection (right click the connection's icon). Then go to the windowsupdate site and download ALL the critical updates. Follow the directions since some have to be downloaded separately from others. The most important one now is the one that fixes the dcom exploit that the MSBlaster worm uses to get in. Once your a bit secured, spend some time learning some basic security because we never know when the next hole will be found. Get yourself on some e-mail lists of join some security newsgroups. I'm on the securityfocus list, the cert notification list, several newsgroups...(grc.com has a set that are pretty good)...and several others.
I recommend F-Prot for virus protection. Symantec(Norton Antivirus) is good they are implementing some new policies that I don't like. Norton and MacAffee are both very system heavy, they take lots of resources from your machine. F-Prot is much lighter weight as a system user.
http://www.f-prot.com - antivirus
http://www.zonelabs.com - firewall that's better than the built-in ICF
Do let us know if you have questions..
The
http://windowsbbs.com has a special XP section that is really good. I've found some answers to some pretty obscure problems there.
see ya