It doesn't happen to me when I use IE6, but then I have Spygot S&D and have the "bad
download blocker" enabled in "immunize" which stops the "Avenue A inc" cookie from
that site (might have something to do with it) I also use the Google toolbar it's
popup blocker most likely stops it.
In any case I rarely use IE and prefer Firefox.
As
for the other effects you experience (ie. windows resizing etc) Firefox has options
the prevent this..... tools>Options>Web Features>"Advanced" button....here you
can determine what you want to allow scripts to do.