Windows ME is an instant loss.
But on a more serious note, try booting in safe mode, then deleting it. That works wonders. Otherwise, you will have to find whatever process(es) is/are using it, and stop it/them, then try to be rid of it. Try that, let me know.
Edit: Also try scannig for spyware, the popup may be spyware and unrelated to that, or it may be a piece of spyware itself. Get lavasoft's adaware and also try spybot search and destroy (but only after you try adaware).
All I can say is that my life is pretty plain
I like watchin the puddles gather rain
And all I can do is just pour some tea for two
and speak my point of view
But its not sane..
I just want some one to say to me
Ill always be there when you wake
Ya know Id like to keep my cheeks dry today
So stay with me and Ill have it made
And I dont understand why I sleep all day
And I start to complain that theres no rain
And all I can do is read a book to stay awake
And it rips my life away but its a great escape..
All I can say is that my life is pretty plain...