I'm sure one of the guru's will jump in here but, if memory serves pop-up blocking is not a function of Avast!...
You need to block pop-ups within your browser... Firefox comes with it... Can't address IE as I void it like the plague...
There could be an add-on to IE for pop-up blocking though I know that the Google Toolbar has such a function and I believe the Yahoo! Toolbar does also.
What Omid Farhang suggested is a good first step...