What browser are you using?
Most allow custom settings for various sites.
For audioholics I have popups removed (default on my browser) without prompting (so, it won't ask, it just doesn't show the popups, normally the browser will ask), and I have scripting disabled, because those green links that show up in the middle of peoples text drives me crazy.
I think there are also plugins that remove advertisements altogether, I haven't sifted around for those though.
Sites like demonoid and youporn have less intrusive advertising than audioholics.
In Internet Explorer, click Tools > Internet Options and then the Security tab. Then select Restricted Sites and add Audioholics (if your on the page, you can just click add). The only thing you should remove from the setup for Restricted Sites is disabling cookies, because you probably want to auto-login.