Do you have
Ghostery installed, Richard?
Ghostery stops websites from tracking you and I've noticed that in browsers "other" than the Opera I use, it comes up in the lower right corner of the page I navigate to.
In my Opera, it's a smaller, less intrusive dark rectangle at the top right.
If you click on it, it goes away, having listed the programs - like Google Analytics - that track you on that site.
(I haven't seen any X to click on to make it disappear, though, and it goes away anyhow after a few seconds.)
If you've edited the blocking options and told Ghostery to stop the listed programs from tracking you they have lines through them.
If not, they're listed in bold white.
If it's not Ghostery, it may be a similar program that your pop-up blocker ignores since you supposedly want it there.
Gil.