(new?) pop ups

[D Eric Chadbourne]

quick question for you gurus, there's these flash looking pops up / ads 
/ whatever and i was wondering if they are more dangerous than regular 
pop ups?  like could the be more easily abused?  like at this site,
http://www.mensfitness.com/

so there's the little x to close the window, but it's not "inside" 
(forgive my ignorance) a regular window.  so i guess my question is, are 
these things safe to be clicking on to close?  and is there anyway to 
block them?

thanks.  :)
-- 
D Eric Chadbourne