If you use pop up killer you can add the website to your blacklist, that way it will be closed. If it is something really bad such as childporn you can contact your isp and they should block it.
Add this to your HOSTS file:
127.0.0.1 address of website
Then, any attempt to reach that website will be directed back to your own computer and thus fail. If you want to be able to access it again, just delete the line from your HOSTS file.
Whilst in internet explorer, click tools at the top of the page. On the menu that appears select internet options. There are a number of tabs at the top of the menu that appears, select security. Click the red, restricted sites icon. Click the "sites" button and type in the name of your webpage - sorted