Are you sure the advice is enable the pop-up blocker? Many, many websites DO have this type of message. Do you get that type of message when you come here for example? When you log into a site do you place a checkmark in the box that many sites, such as ours, which says "remember me"? This way you by-pass the log in page when you log in.
Also, are you removing all your cookies each time you shut down the computer or are your settings as such that you allow NO cookies?
You have to allow some cookies in order to return to a site. You should allow first party cookies. This way your browser will take you right into most web sites. Of course sites where extra security is needed, your banking site for instance, a log in will Always be required.