Oh man. I tried it out for a little bit but gave up when I absolutely could not find any way to skip a track I didn't like. Never occurred to me that it might be hidden behind the popup.
Edit: One of the complaints is so golden that it's almost a blog post in itself, and the person said they came from HN.
If you're a new user you don't.
But maybe that's not it. My other theory is that the less adept a computer user is, the less they're able to ignore popups like that. I've noticed that many less experienced computer users have an almost pathological need to get rid of any sort of dialog box, message, popup window, etc. More advanced users tend to just ignore anything that isn't directly interfering.