If you click on a link and nothing happens, this is probably because your browser is set to block pop-up windows. This is an anti-spyware feature installed on most new computers using Windows XP Home and Professional Editions.
The simple solution is to hold down the <Ctrl> button on the bottom left side of your keyboard while clicking. This is something that will need to be done each time you click on a link that is set to open in a new window.
You can also set your browser to allow pop-ups for all websites or even go so far as allowing pop-ups for websites you specifiy. For more information on setting up your pop-ups, click on the link corresponding to the browser you use: