if the pop-ups you are getting look like Windows system messages (no need to have IE open), then all that is happening is your Windows Messaging service is running. All you need to do is disable the windows messaging service.
What is happening is there is computer out there, scanning for computers running this service and sending netsend messages to computers that have this port open. Stop the service, and the messages stop.
As for securing wireless, you just have to set a password for you to connect. Your router should be able to provide you with the ability to do this. When you set up your wireless connection, don't choose open, select one of the secure options. It will generate a code base on the text you enter. Then you need to connect to your wireless network, and enter the password your router generated for you.
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