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If for some reason you want to block a domain, say for instance, mediamgr.ugo.com, go to Tools -> Internet Options -> Security -> Restricted Sites -> Sites, and add the domain mediamgr.ugo.com to that zone. Or, if you don't use MSIE, wait who am I kidding, what moron doesn't use MSIE? mediamgr.ugo.com happens to be responsible for the popup ads on Doomworld, but that doesn't matter, since I'm just giving advice on how to block arbitrary domains for education's sake.

Turning off active scripting will also stop popup windows as well.