The last time popups have been anything more then a extremely minor annoyance for me was in 2003 when I was using IE6. At that time there were msot certainly ways to automatically install things which were more design flaws then anything else. (the old trick of showing two new popups when you close a popup) You simply terminate all iexplore instances with task manager and start it again. With FF you would do the same thing and then choose "start new session" on the session recovered screen.
Getting the browser to download something without the users consent is nearly impossible nowadays, let alone having that file be a program and then getting that program to run. And those capabilities that are exposed generally require at least some user interaction. (for example, using a GIF of a dialog box to make you think you can press the X but clicking anywhere on it will take you to the linked site).
If you are really paranoid, disable javascript.
