Because your browser has a pop-up blocker. See the instructions for your particular browser, which may be:
- Firefox - Mozilla's support pages will show you how to manage pop-up blocker settings
- Chrome - Chrome's support pages will show you how to manage pop-up blockers settings
- Safari - If you have enabled Safari's pop-up blocker, you can also find support pages
- Internet Explorer - Microsoft's FAQs show you how to manage pop-up blocker settings.