To allow only specific pop-ups:
Under XP SP2 you can enable the pop-up blocker and allow site-specific pop-ups. To do this:
To allow ALL pop-ups:
Open an Internet Explorer window.
Click on “Tools” on the menu bar.
Click on “Internet Options.”
Click on the second tab, “Security.”
If not already selected, click on “Internet” to select it.
Click on “Custom Level.”
Scroll down until you see “Use Pop-up Blocker” and click on the radio button next to “Disable.”
Press “Yes” when a message box appears, “Are you sure you want to change the security setting?”