Please be more specific, when you say pop-up things.
Do you mean explorer.exe trying to use port 25?
If so yes a firewall should block this activity, but more worryingly it would indicate you haven't fully resolved the original issue. Without an adequate firewall giving outbound protection, your system could be connecting to the internet and downloading more of the same.
I suggest you get Zone Alarm (free version), whilst it does have some compatibility issues with web shield (mainly with the pro version), it does provide good outbound protection and a relatively user friendly interface for the lessor experienced firewall user.
To be truly clean you are going to have to secure your system otherwise you will be fighting a never ending battle.