Mpeg as in when you watch from the internet? If so, download Mozilla firefox from the internet. It's such a better program compared to IE 6.0. The good thing about it is it has a built-in pop up stopper and I haven't had any trouble with it so far with pop ups... Go to this site if you decide to download from it. http://www.mozilla.org/products/firefox/start/ Hoped this solved your mpeg pop-up program...
I use Windows media player/Real One to watch mpegs that are already downloaded. Firefox will help u greatly if you are watching mpegs on the internet because the pop ups you talk about will bother you no more...or barely... I've had like no pop ups for a while... So give firefox a try... Hoped this helped...
The only way to get rid of these (prolly not the only way but its the easiest for me) is to: 1. Firewall that site so it never happens again 2. Re-encode the movie
Are you sure, those files are MPEGs? They are often actually WMV or ASF files. If you see a message like "buffering" in your video player, after opening the MPEG, then you have a WMV or somethin like that.