I have MacAfee firewall, virus and pop up protection so nothing comes through to my computer without my visiting that site first and my permission. Ared box comes up on my lower right hand side that tells me a site is trying to gain access and then some options - permit no access, permit one time access or all access.

On the very rare occasions when something has opened it shows in my "system tray". At the bottom of my computer screne is my windows xp system tray. every open winow shows up in this area. I keep an eye on that and if something other than what I am working on is open I can see it right away and click on it and close it.