The most likely cause is a pop-up blocker. You have two options, you can either turn off the pop-up blocker, or change the settings in the pop-up blocker to allow requested windows. Since there are several pop-up blockers available, you will need to check the documentation for yours to determine how to change the settings.
(Note! This is not to be construed as an endorsement of Google's pop-up blocker! This is only an example!)
From Google's Toolbar Options Help
Sometimes sites communicate useful information via pop-up windows. The pop-up blocker can be told to remember these sites so pop-up windows are allowed to launch. This information is stored on your computer in what's known as a "whitelist" (as opposed to a "blacklist"). The pop-up blocker uses the whitelist to turn itself off when you visit sites whose pop-ups you don't mind viewing.
As you find sites that have pop-ups you want to see, click the pop-up blocker button to add that site to your whitelist. (The whitelist is never actually displayed.) Repeat this process as you find websites where you want to see pop-ups.
If you'd like to remove a site from the pop-up blocker whitelist, simply visit that page and click the pop-up blocker button. The button text will change from "Site popups allowed" to the count of your blocked ads. This indicates that the pop-up blocker has been re-activated on this site.