Aris is right, it's likely adware (or malware) somewhere on the computer. It's probably popping up in IE because IE is probably set up as the default browser.
So, first, set up Chrome as your default browser. Install an adblock addon.
Next, install and run CCleaner:
https://www.ccleaner.com/Last, if you can, uninstall IE and replace it with Microsoft Edge. From my own tests, it works fine on all of the Korean websites that still require IE. Don't make it your default browser, though.
If you can't uninstall IE, then check to see if its popup blocker is activated.