Always allow Pop-ups for Secure sites (HTTPS) in Windows XP SP2

With the Internet Explorer Pop-up blocker (in Windows XP Service Pack 2), you can configure such that pop-ups are always allowed for HTTPS sites such as banking, and other secure sites (example, PayPal).
Click Start, Run and type REGEDIT. Navigate to this key
HKEY_CURRENT_USER \ Software \ Microsoft \ Internet Explorer \ New Windows
In the right-pane, double-click the value AllowHTTPS and change it's value to 1 (if it does not exist, create a new value of type REG_DWORD)
Close Registry Editor and restart Windows.

Additional Information

Default values for AllowHTTPS in various Pop-up blocker configurations:
Low         - True
Medium - False
High       - False