Can't view legitimate pop-up: "Invalid session state"

I’m trying to look at the cleared checks via my online banking access, but instead of seeing a pop-up window displaying the front and back of the check, I get an empty window with nothing but a “Close Window” link, and also the error message “Invalid Session State” in a tiny font.

I have only medium security set and my pop-up blocker is not turned on. Also, the bank doesn’t seem to be able to help.

What could be causing this problem?

‘Medium security’ is too vague a description (I hate Microsoft’s simplification of terms; it too often obscures vital details). Are you allowing session cookies from that site? Javascript? Java? Try enabling those, one by one.