In Safari, the pop-up window blocking is not designed very well, as it does not take into account if the user clicked on a link and so on.
I sometimes use web sites that need pop-ups, and under Mozilla it is OK because it will notice if you click on a link, and load any pop-ups related to that mouse click. However, Safari will not do this. I used to just turn pop-up blocking on and off as I needed it (by hitting Command-K), but found the other day that if you hold down the Command key and click the link, it will force the pop-up to open.
I have tabbed browsing enabled, but I'm not sure if this matters.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20030504014025711