Want to purchase enterprise license but demo fails

Hello,  

I run a number of sites and i am looking at potentially using ckfinder and ckeditor.

i downloaded the php demo which works great if i manually point my browser to "http://www.mydomain.com/ckfinder.html"

however if I pop a simple "standard" link on a blank page so I can demo this to the board it doesnt work properly.

i.e if i put <a href="www.mydomain.com/ckfinder.html" target="_blank">Test</a> on a blank page and then click the link, then a new window opens and displays my sample images in thumbnail format.  When i double click any of the thumbnail images the browser closes.

If i change the link to target="_self" then double click the thumbnail the image to be viewed with colorbox fine.

Is there an issue with using ckfinder like this?