First of all, ensure that this option is enabled in your profile. For that, click on the button and in the "Preferences" section, tick "Yes" to "Pop up window on new Private message"

If it's already done, then your problem is caused by a popup blocker. Some navigators are equipped witn a popup blocker. Here are the indications according to what you have.

Under Internet Explorer 6, on Windows XP Service Pack 2

Click on Tools (besides Favorites) then on Internet Options



Click on the Privacy tab



In the Pop-up blocker section, go to Settings



Type the forum address (you can omit the http://...), then click on Add



If you have the MSN toolbar

While you are on the forum page, click on the little arrow just beside the Blocked pop up, on the toolbar, then click on Allow this site to open pop up windows. The pop up windows of the forum will be then allowed.



On Mozilla Firefox

Click on Tools, (beside Bookmarks), then on Options



Click on the Web features icon



Just beside Block pop up windows, click on Allowed sites



Type the forum address (you can omit the http://...) then click on Allow




If you have a personal pop up blocker, configurate it to make it allow the forum to open pop up windows.