Help - Simple problem is driving me crazy!

[Brett's Honey]

Please feel my pain - my step-dad retired and bought a computer. He had never even attempted to turn one on before, so he even calls me to remind him how to change the picture on his desktop. Being retired, he has many many hours a day to spend screwing up things you can't even imagine!
But there's one thing I cannot figure out and it's about to drive me to drink. The easiest way to explain is to give an example -
If you go to www.nbc.com, on the Tonight Show main page, on the left, click on "Headlines", then toward the middle, click on "view headlines", and another smaller window should pop up showing the headlines, leaving the main page still on the screen in the background. On his computer (a new Dell), the "headlines" window pops up just for a second and then goes away. I remember this happening with some other pop up windows on his computer a while back, but I don't remember where I was or what I was trying to look at. (My folks live right next door - just a call away - sometimes I'm surprised I still remember my name!). Can somebody please tell me what is making these windows go away immediately after they pop up? In advance, THANK YOU THANK YOU THANK YOU!!!