Popups Question in IE

Hi,

I have SP2. I turned on the popup blocker. And now when I go to some
websites popups appear and a little icon says popups have been allowed. I
have checked that there is no allowed address' in the settings, but he popups
keep coming.

An example of this is on this website - http://www.scores.sify.com/ - when I
visit it popups come and it says that they have been allowed.

Any ideas?

Thanks