I assume it's the cache issue as lylesback2 posted... if you load a page that was cached when you actually had a new PM, you'll see the popup again. When did you get your last PM (before this "problem" happened)?
quote:
Originally posted by Kryptonate
I don't have that problem, but a while ago when I got a pop-up I received a PM and pressed OK nothing happened .
Most likely blocked by a pop-up blocker as Chrono posted.