Using the second of the following links will launch a modal window in which the links do not behave as expected. Please see Bug 406375 – In modal dialog (window.open with modal=yes) child windows and dialogs do not populate with expected content for more information.

Non-modal dialog (works): [Normal dialog using window.open() with dialog=yes]

Modal dialog (problem): [Modal dialog using window.showModalDialog()]
To close the download dialog, use the "X" button on its window title bar.