If you right click on an image, one of the options is "Block images from this server". Unfortunately, it only uses the fully-qualified domain name, so sites that serve ads like this - www.nytimes.com/ads - don't work (unless you want all pix from www.nytimes.com blocked).

To block popup windows, add the following line to your prefs.js file while Mozilla is closed:
user_pref("dom.disable_open_during_load", true);

For a very complete explanation of these features, check out this page at Mozilla.