Daily usage shooting up, background browser pages ?

[#1]

I've noticed that my usage seems to be creeping up quite a lot, more than I would expect.
Before, on Orange BB USB Dongle, I would disconnect before putting iMac computer to sleep, so no extra downloading.
Or sleep would disconnect the USB dongle anyway.
Using Airport wi-fi  to my wireless router, with Plusnet, I noticed my usage was going up even when iMac was in sleep mode.
I think I have found the reason, sometimes when I click on a webpage link, it also opens up another browser window behind the main one, usually just static pictures, but the last time I checked the background window had a flash movie going on in it, which seemed to be constant. 100mb added to my usage over an hour or so.
I hadn't noticed the extra window (with constant movie) and closed it before sleeping the iMac. I think this is where my usage is going up, when unattended.
Has anyone else had the same problem, ie do you continue to download wi-fi even when computer is sleeping ?
Would this also happen if I connected via ethernet cable ?
It looks like I will have to manually close all background windows, or quit browser, or turn Airport OFF before sleep.

[#2]

Some people have been bitten by browser toolbars using data without anyone realising.
But with Wifi, you want to ensure you are running in a decent secure mode - otherwise anyone could be piggy-backing on the connection.
Using WPA-PSK at least (WEP is too insecure), with a long password.

[#3]

I use Firefox in Windows and there are several free software downloads available to prevent popup windows etc. As well as one built in to Firefox itself.
Can you not download a similar popup blocker for your iMac? 

[#4]

They always have been blocked in my browser, they're not popups, just extra windows.

[#5]

It might be well worth looking at modifying your hosts file (http://winhelp2002.mvps.org/hosts.htm)? That'll stop the majority of adverts loading in browser, especially the flash ones and those that pop up by hovering over text which should save you some bandwidth. Basically it blocks the URLs of the major advertising servers by redirecting them to 127.0.0.1 so won't load any advert content
Hope that helps,

[#6]

Matts advice is good - but that page is geared more to Windows Vista/7.
Here may be more useful for mac (the comments have a "better" way of doing what he describes though.
But obviously, use the files in the otehr link
I could be wrong (i am no mac expert, in that i boot mine up, have a human-kernel-panic and resort back to windows kthx   )
But unless you have caffeine (or similar) preventing your mac FROM sleeping, it should sever all connections on its way out, and re-instate them on awakening.
For a more GUI-styled blocking ability, id recommend something like Peerblock (you'd need to find a mac alternative) as this can have IPs added from lists online (e.g. let someone else add the advertisers IP addresses, and let you auto download it and ignore ads  ;D)
Regards