Internet Explorer for Windows XP

Click on the "Tools" menu, and select "Pop-up Blocker."
Select "Pop-up Blocker Settings..."
Enter pandora.com and click "Add."
Click "Close."

Mozilla Firefox

Click on the "Tools" menu, and select "Options..." (or "Firefox" -> "Preferences" on a Mac)
Click the "Content" icon. (In Firefox 1.0, this icon is labeled "web options.")
Next to the "Block Popup Windows" option, click on "Exceptions."
Enter pandora.com and click "Allow."
Click "OK" to close that window, then click "OK" again to close the Options window.

Safari for Mac OSX

Click on the "Safari" menu and make sure that "Block Pop-Up Windows" is not checked.