IE Compatibility Mode Pop-up Issue

I'm sorry that I never came back to give an update.  Microsoft Premier Support spent a lot of time helping me.  We ran all sorts of trace tools and gathered logs.  Unfortunately, my problem lies with the third-party application developer.  Microsoft cannot see into the developer's ActiveX code, but they believe that it includes a window.focus command for both the application and its pop-up.  They think that the two get in a race condition and the IE window is winning which hides the pop-up.