IE popup problem

I use IE and have Win XP...I  am getting a popup on almost every page I go on,(like Ebay for ex),  that says it is a "coupon alert"....it offers free shipping, etc on orders and it will not go away when I click on the "x" in the corner and when I do click on it I get another message that says it is from www.yahoo.couponcamp  something or other....

and asks  me if I want to continue to run the script! That won't go away either!!  How can I stop these?  I am already using Windows popup blocker...Is anyone else seeing these "coupon" boxes??? Is there an easy way to remove them? I tried changing to Google Chrome and am not seeing them there so far! Is this my only choice? Hubby is not all that computer literate and he just learned everything about IE and his favorites, etc...so hate to have him start all over again! But these coupon popups are a real pain! Appreciate any info or help anyone can offer!