when using XP which has automatic popup blocker , i have noticed that when i get a PM , i get a little indicator telling me that it has blocked a Popup ..
Just a little FYI..
i also use firefox. its a really simple and efficient browser.
but for IE i dont use the popup blocker that came with IE in XP SP2. i use Outpost Pro which give you great control over popups, advertisments and attacks from hackers.