Internet pop ups
If the web site you are trying to enter requires interacting with a pop-up, then yes, and unfortunately the mobile Internet Explorer does not support pop-ups. First, try figuring out the URL of the actual pop-up you need to interact with, and type that in. If this does not work, or you need to interact with multiple windows, try using the Pocket PC version of the Opera browser, found here.
If I am not mistaken, it does support multiple windows, and therefore, probably pop-ups. The downside is that it is a 30-day trial. Again, if i am not mistaken, it only costs $20 fur the full version, though, so if it is worth that to you, then by all means, go for it. I have personally never used the ppc version, but Opera is the source from which Firefox was created, which I consider to be the best desktop browser out there (short of Linux browsers), so it is probably very good. I am actually downloading it as I type so that I can try it out.
Hope this works, and if not, I will try again. If this all fails, send me the web site you are trying to access, so I have a better Idea of what is going on.