Java opens and closes instantly

When I try to open Java, it appears for a second and then closes. Sometime, when I keep clicking eventually it stays open, but that is rather rare. This happens when i try to open Yahoo slideshows, calendars when booking airline trip and more.. I have latest version, recently reinstalled ( 2re1.4.2_08) running Wndows XP Pro with SP2.
I have AVG antivirus, updated and running well, also Ad-Aware SE Pro.
Thank you for your help,
Jan

To give you a specific example, I would go to:
http://news.yahoo.com/s/space/20050730/sc_space/dinosaurembryosrevealridiculousproportions (or any other Yahoo news picture)
and then click on Reuters photo to see an enlargment of dinosaur embryo. At that moment a new windows opens for a second or two and closes again.
Another example would be the
http://www.fotopic.net/
where I try to upload pictures to my site http://jankurz.fotopic.net/
using their Java Upload feature ( Java Applet) which is much faster than their Web upload or Email upload. ( you would have to be a member to see the actual upload site)
And site like this:
http://c1dsp.westjet.com/guest/home.shtml?language=EN
does not open calendar to find a date for departure/arrival.
But many other sites I have no problem opening new windows.
I followed the advice on Microsoft site:
http://support.microsoft.com/?kbid=283807
with no result. I also tried to disabled pop-up blocker (I have SP2).
I have no virus (AVG free) and no spyware according to AD-Aware Pro.
Thank you for the interest in my problem,
Jan

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