Make sure your creatives are sized right - you have to test. Some networks will tell you they pop your full lander, but not always true. Creative sizes vary between networks. Also be careful because some networks allow a scroll bar on their pop up/pop under window, and some don't.
I've downloaded their softwares onto other computers of mine just to check out how my ads look.
Direct linking definitely works, but mostly my best bet is to pop your own creative sized specifically for the network, then have it click through to your lander, or the offer page.