This works for many folks (but not all; depending on your systems malware infection level):
Unlike typical pop-up ads
(stopped with available blockers), 3rd party cookies are entirely different critters. When PC's (personal confusers) misbehave, like pop-up's, going to unrequested sites, goofy warnings, etc.; one step to help reduce annoying pop-ups & unrequested websites from being displayed on your machine is to turn off 3rd party cookies, and always leave them off.
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These are general settings:
INTERNET EXPLORER: Tools> Internet Options> Privacy> Advanced:
here check 'Override automatic....'; 'Allow session cookies'; 'Allow 1st party cookies' & 'Block 3rd Party Cookies'.
FIREFOX: Tools> Options> Privacy: Check 'Accept Cookies from sites'
& Un-Check 'Accept 3rd Party cookies'
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For nearly ad-free pages when surfing; use Firefox with these add-ons:
Flashblock: https://addons.mozilla.org/en-US/firefox/addon/433
Add block plus: https://addons.mozilla.org/en-US/firefox/addon/1865
Because architecture of the Internet (notably 'Flash' scripting), vulnerabilities are readily exploited in Internet Explorer, & it is now urgent that you
use Firefox with 'NoScript' add-on, which will prevent "Click-jacking'.
NoScript: https://addons.mozilla.org/en-US/firefox/addon/722
Note: Some current 'rouge' malware will undo this change, so you might have to redo this step after malware has been eliminated.