I know because I fell for that trick several times when I was younger and knew less. Also, cancel IE as primary browser. I would suggest getting Mozilla Firefox as a browser and using it. It can import everything straight from IE, and it does not have the security holes. You will not need a pop up blocker when using it.
Some don't like it because it is still in beta, but I use it all the time and do not have any problems. It downloads better and has more features.