The thing that can get one is when the popups appear half off the screen, with the close button hidden. One has to click and drag it seems to get to it. Either an alt + F4 (preferable) or a left click on the top left and hit close would be faster then a click and drag...
In actuallity, I use proxomitron to stop not only pop-ups, but some other annoyances also. Unfortunately they stopped updating it, however...