WHEN I CLICK THE "X" ON A POP-UP AD, DO I GET A COOKIE OR ANYTHING LIKE ADWARE OR WHATEVER?

[roundHard829]

[just johnny]

if you have IE go to tools. options. privacy. turn on pop up blocker.

[Brian M]

you would be advised not to open any pop UPS because you don't know what is hidden inside them yes you could get cookies malware etc turn on your pop up blocker have you got a good internet security if not get on I recomend Norton internet security 2010 I hope this helps you

[Dunbar Pappy ÏŸÏŸ]

There is the distinct possibility.

'Click-jacking' & 'Drive-by' rouge malware installations:
These exploits have been especially intense on 'Social Networking' sites & peer-2-peer fileshare sites.
If you have this setting, it can permit these rouges to enter your system:
IE> Tools> Internet Options> Advanced> 'Allow active content to run files in my computer' (which allows 'Active X')
These can be hidden within an unseen "iFrame", and no matter what you click, you get the malware installed.

This condition can also exist with Firefox, due to the Official Microsoft hack, that installs the "NET framework assistant" and other active scripting rubbish. Unannounced and without your consent.
Disable those, and use "NoScript" add on to defeat these exploits.