If your taking about downloading full length movies, forget it from any website unless you want trailers.
As for the sites you've already visited, you'll spend the next six years trying to get to a real movie to download from them, most of your time will be spent closing pop-ups as you've already found out.
To download full movies you'll need to install a file sharing program like Morpheus, Bearshare or Grokster stay clear of Kazaa. Then search for the movie you want, it'll be in DivX .avi format.
If your on dial-up you may as well forget it, unless you don't mind spending 2 or 3 weeks downloading a single movie. Then you have to convert it & well heres some links to help with that.
http://www.digital-digest.com/index.html
http://www.divxmovies.com/
http://dvd.box.sk/
In short it's not worth doing unless you have lots of free time, better off to rent & copy.
The average length of a full movie is 500mb to 800mb, anything smaller isn't complete & some are larger, so you need to have a fair bit of hard drive space available.