The IE pop-up blocker, by default, only allows one new window to be opened per user-initiated-action (i.e. a click on some element). If you try to open two new windows in the same handler in response to a single user-initiated-action, only the first window will successfully be opened. This is by design.
There is an override key that users can use: on IE6 I think it is CTRL, but it might be CTRL+ALT because it got changed in later versions (not sure if that was back-ported or not).
If you go to Tools->Internet Options->Pop-up Blocker->Settings->Blocking Level: and look at the value in the drop-down box for "High" it will tell you the override key in a parenthetical phrase.
In the same settings dialog, you can also add this specific site to the "Allowed sites" list, and then pop-up blocker will let all new window creation attempts on said site succeed. I'm pretty sure this list can also be pre-populated through group policy or IEAK or something like that too. But it's just a list that is stored in the registry, so you can also write log-in scripts that will just add things if they need to be added.
If you have further questions, let me know (I was the developer who implemented the IE pop-up blocker).