you "should" get a little bar across the top of the page when you go to it telling you the site is trying to use pop ups, click on this and select allow popups from this site.
If that doesn't work then you may have another popup blocker installed, a lot of the additional toolbars for IE include them (llke the google toolbar, and the yahoo tool bar) so if you have some of these installed anyone of them could be stopping popups
if your using IE then download and try firefox as a simple way to get round the problem (and its better anyhow)
http://www.firefox.com