If you are using Google Analytics, or other visitor analysis packages, or any type of CMS (Content Management System), the law in the UK requires you to inform your visitor that you are monitoring and recording their activity on your website.

What is a Cookie?

An HTTP cookie (also called web cookie, Internet cookie, browser cookie or simply cookie, the latter which is not to be confused with the literal definition), is a small piece of data sent from a website and stored in a user’s web browser while the user is browsing that website.

You no longer need a pop-up.
Some sites still operation a cookie policy “pop up” but I understand that this legal requirement has been changed and it is ok to simply have a policy on your website. Most developers will merge the privacy policy with the cookie policy.