They are these gray boxes which constantly pop-up by themselves, and are usually for either porn or for software which will stop the ads.
I have found a supposed fix for them on AOL.
1. hit start button on your task bar
2. open the control panel
3. go to administrative tools (some XP users might have to go to performance and maintainence first, then administrative tools)
4. double click on services
5. scroll down to messenger
6. doubleclick messenger
7. change start-up type to "disabled"
8. click "stop" to stop the service
(edited for my usual bad spelling
