no pop up window

Using drupal 6 with ckeditor module, ckeditor swf, ckeditor link, and ckeditor 4. across all platforms checked ie 8,9,10 firefox and chrome when I click on flash icon screen greys and no pop up box. is this because of ckeditor 4? Or some other issue?

I have read the instructions, and even tried different versions of each module from recommended to bleeding edge.