OK. I think I got it to work. Quite a silly thing really.
Click the Tools icon> Internet Options>PrivacyTab>Pop-Up Blocker>Settings>choose "medium" from drop down menu.
Earlier, I had chosen "High", which caused the problem (or so I am speculating because after having made the abvoe change, the tab opening thing that I was asking about seems to be working fine. (It follows the colour coding too!)