I had this same problem a couple of weeks ago when downloading from a site protected this way. Until reading your post, I assumed the problem was realted to pop-ups being blocked. I had a similar issue on my PC when the pop-up opens BEHIND the browser tab I'm viewing. I've now learned to look behind for that pop-up. But on the eDGe, I don't have pop-ups blocked and pop-ups are set to open on top, not behind, so I don't know what the problem is.

Hope the enTourage techies can figure it out.