I recall there being a thread devoted to a rather simple opt-out option for pop unders. It's something that I ran on a previous computer, but that computer is now spare parts, and I'd love to run it on this one.
However, I can't seem to find said thread. I've done a Google search on The-W. I've perused the Internet & Computer forum here. I've even dug through CRZ's World, because I think he mentioned it after it had been around awhile.
Not at all. When I wish to download a song, I buy it. It doesn't cost anything unless you buy songs. I also have the ability to buy songs from other venues as well (I have bought them from Walmart and others)