Try another browser and see if the same thing happens.  If you don't have another, try Mozilla:

http://www.mozilla.org/releases/

The lastest final release is 1.6 ... you have to scroll down the page to find it.

Wow, that's truly bizarre.  I presume you're running IE 6.  I just tried it myself (using IE) and it worked just fine for me.

So, try this:

*  Install Ad-Aware:
http://www.lavasoftusa.com/
(Install the basic free version.  You can always upgrade to a more feature rich version later on)

*  Install Spybot S&D:
http://www.safer-networking.org/index.php?page=download

*  Run Windows Updates

*  Update your anti-virus software virus definitions

Make sure your computer is free from viruses and adware/spyware.  Then try it again.  

I also advise to avoid using IE if you can unless you are ok with using the various 3rd party tools (including popup blockers) to keep your system free of "crapware".  

Anywho, try the above and let me know how it goes.  If the problem persists, send me a private message and we can talk more offline.

Peace...