Avast stops it as well although it can't prevent it from trying again and again and again as one moves around the site. It has apparently shut down GlockTalk and hit some other gun sites. This sucks.
BTW the files get placed in DocumentsAndSettings/UserName/Local Settings/TemporaryInternetFiles/ by http://poskeheryrggy.com even if your antivirus program stops execution. This is for XP SP3