The selection of "block pop ups" does not show up as it use to.
Try shift + Cmd +K. It is an alternative. But I am on Snow Leopard with Safari 5.1.7, if you are on a different OS or Safari version, that may be different.
No, this did not help
It would help if you could tell us what OS you are running and what Safari version you have paired with it,
Safari > Preferences > Security
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