links shut down

if i click on a link on some web pages you see it open then it just dissappears as if it has been minimised but i cannot find it i have been told it is the cookie settings on xp could anyone please help me on this thanks

  VoG II 12:35 13 Jan 06

Do you have a pop-up blocker - if so hold down CTRL while clicking the link.

Or click here

http:// without the space after //

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