If you have your browser set as default of something other than Internet Explorer (like Firefox), it is possible that the second window that opens with the pictures is opening as a Firefox window, even though you opened the first one with Internet Explorer. That is the behavior if your default is Firefox.

The best way to tell is once you click on the BG picture link on the main page to check the next window that opens. Look in the upper left corner. If it opened with Internet Explorer there will be a lower case "e" in the corner. If it opened with Firefox, you will see the Firefox logo. That would be my guess.

I tried it on both browsers and it worked in Internet Explorer but not Firefox.