Modules custom templates
If memory serves me well I think the easiest way is to simply print the output in your page callback function, and not return anything:

function MYMODULE_popup_page_callback() {
  // Your theme variables
  $vars = array('foo' =&gt; 'bar');
  $output = theme('MYMODULE_popup_page', $vars);

  print $output;

  // If there's nothing more to be had from this page request you might as well end it (gracefully).
  drupal_exit();
}


The other, more involved way, would be to override the default delivery callback for your menu item. The default is drupal_deliver_html_page(); if you want to go down this route I'd recommend reading and understanding that function to see what you'll need to do in your own function.