Have you suddenly seen pop-up's in Windows XP about porn and/or other forms of advertising? Well this is a new Security issue. There is a couple ways to stop these from popping up. The first way is a bit advanced if you don't know what your doing. But you can block TCP/UDP port 135. Which is the port the Microsoft Messenger services works on. The simpler thing to do is to disable the Messenger service.

Click Start > Settings > Control Panel.
Double-click the Administrative Tools icon.
Double-click the Services icon.
Scroll to Messenger.
Double-click the Messenger service.
Click the Stop button.
Select Disabled from the Startup Type: drop-down menu.
Click the OK button.
Close the Administrative Tools window.
Close the Control Panel window.