If you get annoying Popup Messages like this.

then visit this Excellent site and download the "Shoot the Messenger" utility to disable these popups

This Service is enabled on Windows machines using 98, ME, XP, 2000 or NT. It is designed to be used by system administrators in large organisations to broadcast messages to all users, to inform them of some action or other.

Any one in the world can use this service to send a message, and many of them are unsavoury in content. Using the excellent utility  "Shoot the Messenger" from GRC.COM you can easily disable this service. and best of all it's FREE.

Using this utility is completely reversible.

What It Does

A firewall is quite simply a program or hardware device that filters the information coming through the Internet connection into your computer. If an incoming "packet" of information does not conform to a set of internal rules, it is not allowed through to your computer, keeping it and you safe from hackers.

Windows XP has a simple and fairly functional firewall built in. You can read this Microsoft page to show you how to use it. This applies for all network connections, but is most important when talking about the internet

But for the rest of us using older windows products then the excellent Zone alarm (in free and pay for flavours) is available.