Phil,
Do you have any software that will look at the Windows startup processes? If you're getting popups without visiting a site it means something is running in the background. It might be a program like Kazaa or one of the instant messenger flavors.
In XP, as a start, you can try the 3-finger salute and then look at the processes. Kill off anything strange that has your user name attached and maybe you can narrow it down. Ad-aware and like programs are looking for a dll or similar that lurks in the background to report on you when you visit a specific site. It sounds to me like you have an active process going on all the time and that may be the reason you aren't finding it thru ad-aware.
If you don't have anything specific that will look at your processes, you can use a program called XPTuneup. Price is right - free for personal use, find at
www.xptuneup.com
hope this helps