Just use a popup stopper. There is no easy way around this as RR captures the IE title and embeds it and makes sure that it stays embedded, which is why the popup windows goes to the background.
Ok here is one. I go to a web site that has a popup window that opens with the main page. Except that when IE is open in RR this popup window ends up behind IE and RR. Now in order to continue navigation to the next page or even exit the current page one has to close that popup windows first because until this is done IE does not respond to any input.
And as the window ends up being hidden by RR and IE one can not get to the window unless RR is minimized, the popup closed, RR maximized and IE opened again in RR.
When this page is brought up just in IE the popup window stayse out in front of IE and can be easily closed.
This will need attention if effective web surfing is to be accomplished in RR
To test it here is the URL, open it while in IE in RR and see what happens.
You'll have trouble with popup windows on any "embbeded" situation simply because those are not "parented" windows controlled by the main (embbeded) window in RR. really the only way around this is to run your application (IE) in full screen without embbeding it... I am not even sure if this would work using the IE ActiveX control directly on a VB form (the popup would likely show on top just until you press something in RR/IE -- very much like it is when a popup comes up and you click on another window of I.E.).