It might be the Meebo chat bar at the bottom of your page. Unfortunately the premium membership's no-advertisement incentive doesn't apply to Meebo as it is a third-party tool. For this reason, though, you have the ability to disable it:
http://www.chess.com/home/privacy.html
At the bottom of the page under the header "Chat Bar".
Where does the 'Begin your quest for valuable jewels' come from. Every time I open the chess.com page this annoying pop-up pops up. Does this happen to anyone else? It is something to do with Facebook.How can I stop it!