Hmmm I know nothing about computers compared to some around here... if you always get the window when you click the second time, it sounds like you have a setting which allows for "forced" or "persistance" requesting...

Come to think of it... seems I had to re-add the site to allow pop-ups just the other day... maybe that will help you too? Go back into your toolbox (tools) and click on Pop Up (blocker) settings...to do that.