We also get pop-ups even when we are not using Internet Explorer. The nature of the pop-ups are usually related to bussiness selling products on how to fix Fatal System Error Messages.
So Far I've run Ad-aware, Spybot, Cleanup40, Spywareblaster. I have also remove any suspicious programs thru XP's add/remove control panel.
The only way to use the computer after the "Blue Screen" is to power it off. At that time you can log into anyone of the users and everything works fine (except for the pop-ups) or until you switch to another user.