Links opening in new windows taking 10 minutes or more to open

[notcomputersavy]

If I already have a window open in internet explorer, I can move at the normal speed from site to site.  However, if I click on a link (any link) that opens a new window in internet explorer, it opens but the new window does not become active for at least 5 minutes, usually 10.  If I right click the window from I suppose it's called the taskbar (at the bottom of the screen), it seems to help the new window become the priority task (even if no other tasks are competing) and the window begins to show the graphics of whatever website it is opening.  However, I still can not scroll on this website for another 5 minutes or so.  During this time while the new window is opening, you can not close that window unless you control alt delete and end the internet explorer effectively closing all internet exporer windows.

Help!

[Broni]

What Windows version? What IE version?
What happens, when you RIGHT click on a link, and click "Open in a new window"?

[notcomputersavy]

XP and I'm not sure how to find the version of IE since a right click and choosing properties doesn't seem to help me find out the version.  I would have thought it would be listed under the heading "general" once you are in the properties, but apparently not. 

Anyway, I tried to play a video from a page and after the windows media player opened it gave me the below error message which I'm sure is related.  I just don't know how to fix it. 

Windows Media Player cannot play the file because a network error occurred. The server might not be available. Verify that you are connected to the network and that your proxy settings are correct.

Now I am definitely connected to the network while receiving this error message but don't have any idea how I might know if my proxy settings are correct or not.

[Broni]

Let's do one thing at a time...

I'm not sure how to find the version of IE

In IE6, it should be under Help>About IE
In IE7, thanks to M$ "improvement", you have to click on ">>", here:

Then Help>About

Windows Media Player cannot play the file because a network error occurred. The server might not be available.

In most cases, that would be web site problem, not yours.
You can post that web site address, and I'll see, if I can get there.
As for proxies, most likely, you don't have to worry about them, if you are a home user.
What type of connection you have?