Just an FYI for anyone running into this; I didn't see another thread about it on here.
I've run into some issues around automating popups that exit out to another URL with my default browser settings. When I am recording with IE9 and my internet options are set to allow IE9 to decide between opening links in a new Tab or a new Window, I'm not getting the "Connect to Pop-up Window" step during my recording (it appears the record control is staying focused on the initial tab and not being applied to the new tab even though it appears there). The work around is to change your IE settings to always open links in a new window. This causes the record control to populate on the new window when it is opened and you can proceed with recording.
James
I've run into some issues around automating popups that exit out to another URL with my default browser settings. When I am recording with IE9 and my internet options are set to allow IE9 to decide between opening links in a new Tab or a new Window, I'm not getting the "Connect to Pop-up Window" step during my recording (it appears the record control is staying focused on the initial tab and not being applied to the new tab even though it appears there). The work around is to change your IE settings to always open links in a new window. This causes the record control to populate on the new window when it is opened and you can proceed with recording.
James