Unless you're getting a different popup than I am, that's a youtube video (DD AR-15 ad). If embedded youtube videos freak you out, you must not surf the web much... they're everywhere.
If you have popup blocking enabled, you shouldn't even see that pop-up window. Doesn't IE8 come with popup blocking enabled by default? Tools -> Popup Blocker -> Turn on...
“The egg hatched...” “...the egg hatched... and a hundred baby spiders came out...”
“Who are you?” “A friend. I'm here to prevent you from making a mistake.” “You have no idea what I'm doing here, friend.” “In specific terms, no, but I swore an oath to protect the world...”
“It's a goal you won't understand until later. Your job is to make sure he doesn't achieve the goal.”