Even though they are regular windows that are closing try disabling your friend's popup blocker if they have one and see if that changes anything. I would also run some spyware and virus checks just to eliminate that possibilty.
Sorry if I'm bringing this to the wrong forum but........
I'm posting for a neighbor who's Dell laptop widows xp system exhibits a strange maladay that I (who still use win98) cannot find the setting to correct.
As soon as Internet Explorer is opened with yahoo.com as it's home page, any other window opened will only stay on top for a seemingly random few seconds, then fall to the tray minimized.
So the browser is open and almost program, or settings box brought up will, enevitably fall to the tray within seconds leaving yahoo.com webpage showing.
I could find no preferences to set in yahoo nor is the machine logged in to yahoo as any particular user.
Nor could I find any box that was appropriate to effect this condition in the internet options. (maybe I'm just missing it)
But as I poke around trying to rectify, or find some reason, it just screws with me by dropping any open settings box back to the tray.
Almost seems like a bug or something but apparently my description is inacuarate because I couldn't google anything up about this.