Stopping pop-ups on Windows Mobile could be a very hard thing to achieve. Just for the records, it's very hard to block pop-ups on Android and iOS operating systems as well, and these OSes have more apps and browsers than Windows Phone, and it's still almost impossible.
Yes, there are some browsers for Android and iOS, but none has the full capability of stopping those pesky ads.
I've searched through WindowsPhone website for browsers that have built-in pop-ups blocker, but there aren't any powerful enough.