You can use the event CreateWindow2 to handle a new popup window:
GeckoWebBrowser wb1 = new GeckoWebBrowser();
wb1.CreateWindow2 += new EventHandler<GeckoCreateWindow2EventArgs>(wb1_CreateWindow2);
Here event CreateWindow2:
void wb1_CreateWindow2(object sender, GeckoCreateWindow2EventArgs e)
{
e.Cancel = true;
}