Unblocking pop-up windows

Can anyone please tell me how I can unblock pop-up windows? My current internet security on Microsoft Explorer is blocking pop-up windows. Although I am happy not to see many of those annoying pop-ups, some of the sites that I use (CNN, etc.) use pop-up windows that I want to view but my system currently blocks them.
Can anyone help? I have used the Tools menu and selected Internet Security options but still can figure out the problem.
Thanks for any help.

if you only want to see the odd pop-up, holding down control before clicking to open will let them open.