Jazz Jackrabbit 2 Online

This isn't really jj2 related but recently it has come to my attention that my Internet Explorer won't open any popups. This is good in one way as it blocks all the ads but in the other way it is bad because sometimes I would like to open a popup myself.
The thing is that it shouldn't be doing so because I didn't install any popup blocking software. I have noticed that IE refuses to open any new windows (javascript-generated popups and seperate IE windows like when clicking a link that is supposed to open in a new window). This is really irritating because I have to copy the link and paste it into the address bar. The same thing happens if I right-click a working link and select "Open in New Window". It simply won't open any new windows.
Either I have some IE settings messed up or it must be a software bug/error. I have restarted the settings for the internet zone but no luck.

Does anyone have any ideas what could be causing the problem?

I have:
AMD Athlon 2 GHz
512 MB of RAM
80 GB HDD
Windows XP Professional
Internet Explorer 6.0.2600.0000.xpclnt_qfe.021180-2107

I am also on an internal private network (IP: 192.168.10.2) and I'm using a linux PC as a gateway. Do you think this may be causing the problem?

Thanks for any help.

EDIT: The problem is solved. Thanks anyway.
I found this article via google that helped: http://support.microsoft.com/default...b;EN-US;281679