As far as I know, Windows XP does not support IE9. Are you sure you have IE9 with Windows XP?
Does your IE have a a pop-up blocker and do you have it enabled? If you do, the pop-ups could be some sort of virus, trojan, tracker program, etc.
Not much help, but it might lead you somewhere.
Jim
Not wanting to start a debate but it's more that IE8/9 is getting closer to conforming to the standards set by W3C (the group that sets the standards for coding web sites). IE is getting better then they used to be - ask any web designer about trying to make a web site work in IE5 or IE6.