Hi,
From IE> Tools> Internet Options> Advanced> Browsing> uncheck "Reuse windows
for launching shortcuts."
And... you may have a toolbar or program running which is blocking pop-up
windows- something like Yahoo toolbar, Google toolbar, MSN toolbar, etc.
The Yahoo toolbar is a very common cause. Disabling the pop-up blocker may
allow a second window to open. Or you may have to uninstall the toolbar.