It is tricky to block pop-unders as such, but you can prevent them from accessing the sites they are trying to reach. Google 'host files' and download a prepared host file for your computer. It basically tells your computer not to bother looking on the web for these annoying sites, and simply leaves you with a blank page (or ad frame etc) where the site would have been.
You could also use FireFox and install the 'NoScript' plugin to prevent scripts running which call these pop-unders. You then have control of what runs on your computer, and can allow just the scripts from the porn site you are visiting so that the movies etc will play as normal.