I am having the same problem.  It almost seems as if it started happening when yahoo started the commercials.  What I have noticed is that I can go in a room for the first time I get on.  Then, if I leave or get kicked out of a room (for no good reason), I try to go into another room.  When I do that, the window does not pop up but I am in that room.  It is getting frustrating to have to leave that Lounge and then go back in to be able to join a table to play a game of Euchre.