First,

Download Spybot S+D, and AdAware personal edition. Follow the instructions that comes with the s/w, run them, and that will eliminate the popups (Or should, anyway).

Second, the messages from the installation are easy to follow.

In your IE window, click on the "Tools" menu, then go all the way to the bottom to internet options.

click on the "security" tab and click custom. In that window you should find all the security settings it is asking you to change. After you do that, close the security window and click apply. After that you should be all set.