Are these separate browser windows that pop up, or ads within the webpage?
If it's a separate window, see https://support.mozilla.org/en-US/kb/pop-blocker-settings-exceptions-troubleshooting#w_pop-ups-not-being-blocked

This is usually a sign that you have some sort of malicious software installed. For more info, see https://support.mozilla.org/en-US/kb/troubleshoot-firefox-issues-caused-malware

Do a malware check with some malware scanning programs on the Windows computer.
You need to scan with all programs because each program detects different malware.
Make sure that you update each program to get the latest version of their databases before doing a scan.

• http://www.malwarebytes.org/mbam.php - Malwarebytes' Anti-Malware
• http://www.superantispyware.com/ - SuperAntispyware
• http://www.microsoft.com/security/scanner/en-us/default.aspx - Microsoft Safety Scanner
• http://www.microsoft.com/windows/products/winfamily/defender/default.mspx - Windows Defender: Home Page
• http://www.safer-networking.org/en/index.html - Spybot Search & Destroy

You can also do a check for a rootkit infection with TDSSKiller.

• http://support.kaspersky.com/viruses/solutions?qid=208280684

See also:

• "Spyware on Windows": http://kb.mozillazine.org/Popups_not_blocked

I have just resolved this problem! It is malicious software.

I downloaded malwarebytes antimalware, updated the program, ran it and it found the problem in a few seconds. It then asks you to restart your computer and lo and behold problem solved.

I downloaded the program from download.com

P.S. my normal malware program DID NOT pick the problem up!

Congratulations!

It's always best to download Firefox from http://www.mozilla.org/ and use the auto-update system when updating Firefox.