Normally this is caused by a window being blocked or not coming to the front of your current window.
Please look at the top of your browser window or toolbar to see if you can disable the popup blocker.
It is possible that the link is opening the browser window behind your current window – if so, click the other window button in the taskbar at the bottom of your browser to bring it forward.
Another possibility is that you have clicked to open a print window and it is still open. Please close any open print windows and try again.