The problem is the popup being blocked.

Check all your popup blockers. IE has its own. Google bar and other search and utilitities toolbars have one.

For the IE you can enter Tools - Internet Options - Privacy

and temporarly disable the popup blocker....so test again. If the problem dissapears, the you need to add your own site as a trusted ite for popups

(Don't forget to re-enable the blocker if you want more security)