Here's an interesting one. My site sends the customer out to Amazon in a frame. When the customer adds a book to the cart, on IE7 on Windows, they get a message from Amazon asking them to enable cookies (even though cookies are enabled). No message comes up on Firefox.
To reproduce the problem:
1. Visit http://www.flashlightworthybooks.com/Books-About-9-11-September/80
2. Click the first book on the page to go to Amazon
3. Click click "add to cart"
4. Note the giant "Important Message" in yellow at the top of the page
Why would Amazon think cookies are disabled, when they are not? Again this works fine in FFox. I'm putting the page in a frame, but that's it, nothing crazy or weird is going on.
In your case, simply use the new window as a target --
A href="amazon_page.html" target="_blank"
and that will put the Amazon page into a new browser window for them, the problem should vanish.
This is GOOD coding practice. There's nothing wrong with showing pages in iframes and the like, but a good practice for sites is that any link to a site external to yours SHOULD come up in a new window. It is much less confusing to the visitor if different windows relate to different sites.