Hmm Pop up ads?

Well for like 2 weeks now i have been getting some pop up ads, they are not in a internet explorer window but rather in like a windows window, kinda like when you get an error, even when im not using internet explorer or the internet they pop up, i have used ad-aware but it neevr gets rid of it, i believe its a program that is installed on my comp, the windows that open have title " Messenger service" and i was wondering if anybody knows whats the deal with those and if somebody knows how to get rid of them.