I have pop ups blocked usually, and generally there's a link on the page in a sentence like "if the download doesn't start click here."
Just a couple WAGs, your ISP may block them somehow, or you have a rogue program/plug-in running.
<font color=blue>Outside of a dog, a book is man's best friend. Inside the dog its too dark to read.
-- Groucho Marx</font color=blue>