Make sure the security setting is set to medium and your popup blocker disabled. If you require to have security set to high make sure that applets and scripting are enabled under tools/internet options/security/custom level on your browser menu.

Make sure you have Microsoft 5.5 or later with the security setting set to medium and your popup blocker disabled.
If you require to have security set to high make sure applets and scripting are enabled under tools/internet options/security/custom level on your browser menu.

Popups are being blocked on your browser, please make sure the popup blocker is not enable while using "the application".