Browser pop-ups are annoying and they can even be malicious. Any decent browser is capable of blocking pop-ups that are new browser windows, but modern browsers can't do anything against pop-ups that are HTML elements inside the page that you are viewing.
An HTML page can have many sources. This is one of the good things about the WWW. However, some of these sources can be advertising servers or malicious sites. There is a way for you to block the unwanted content. It's called the "hosts" file. Here's more information:
http://en.wikipedia.org/wiki/Hosts_file
Note the link for OS X in particular: http://support.apple.com/kb/TA27291?viewlocale=en_US
Here are a couple of host files that you can use:
http://someonewhocares.org/hosts/
http://www.mvps.org/winhelp2002/hosts.htm
Firefox with the Adblock Plus, Flashblock, and NoScript extensions gives (what looks to me like) complete control over what "pops-up" in your browser. All are much simpler to configure than host files. Adblock Plus can even get lists of blacklisted sites from trusted servers automatically.
Good mention -- Firefox with these extensions is a very safe browsing experience.
But a hosts file is more portable -- it can be used in Linux, OS X, and Windows, and it doesn't matter which browser you use.