I’ve finally solved the problem of:
“Grr! A popup blocker may be preventing Gmail from opening the page. If you have a popup blocker, try disabling it to open the window.”
The problem for me was Norton Internet Security / Symantec Client Firewall. Although you might not think it, this program includes an ad blocker and popup blocker, and doesn’t warn you when it blocks ads. (Same with network connections it blocks.)
Even when you right-click its icon and choose Disable, it might still block popups. Open the System Status window, click Ad Blocking, and then choose Turn Off. You’ll need to refresh the page for changes to take effect. You might be able to further configure Ad Blocking to your tastes by choosing Configure.