(on a banking site or web based Microsoft Outlook mail program etc.).

you can "White List" any page. If you visit a site and hear the popup sound, just right click the AdsGone Icon (near the clock). Look for the choice: "Allow Popups on page ...". Then you can edit the URL (partial or complete) so you can allow popups on that page, or the entire site (domain name like http://www.download.com/)

White Listing Popup Windows in Internet Explorer by URL:

1) Go to the site and wait for a popup to be blocked (that shouldn't be blocked)
2) Right click on the AdsGone Icon in the system tray (near the clock)
3) choose the "Allow popups on page ..." choice.  This lists the page in which the last popup that was blocked.  Add that to the list. 

NOTE: You can EDIT the url.  For example, if the popup was blocked on "www.xyz.com/somesection/abc.htm", you could shrink/edit this to "http://www.xyz.com/" before adding it to the list so all popups in the entire site (not just that page) are allowed.