Classic Shell is a suite of 3 free components - Start Menu, File Explorer enhancements and Internet Explorer additions. Where did you install it from? If you installed it from
http://www.classicshell.net, you can be assured that it doesn't cause any popups, nags or anything in Internet Explorer nor does it install any unwanted crapware. It is free software so it certainly doesn't have a goal to annoy the user with popups or anything.
If you installed it from some other website like CNET's Download.com, or classicshell
.com, then those websites may be bundling ads, popups and other crap along with it. Do not install from any other website except the official website.
Your IE browser may also have been hijacked by something else but you can be 100% sure that Classic Shell does not install anything that causes popups or annoyances in IE.