The "Turn off managing Pop-up filter level" machine setting should be configured correctly.
enabled/disabled
Computer Configuration\Administrative Templates\Windows Components\Internet Explorer\Turn off managing Pop-up filter level
HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Internet Explorer\Restrictions
Microsoft Tool: Security Compliance Manager (SCM)
Microsoft Baseline: Internet Explorer 8
SCM URL: http://go.microsoft.com/fwlink/?LinkId=113940
Microsoft Security Compliance Manager (SCM) Baselines and Settings Packs
Microsoft