A new window that suddenly appears on your computer screen is referred to as a "pop-up window."
You'll see one, for example, when you open a new program, when you switch from program to program (that's multitasking), and when you use a drop-down menu. Likewise, a Web browser may launch a second browser that pops-up in the form of a mini-window on your computer screen. If you don't want it there, just click on the X in the upper-right corner and close it ;-)
The NetLingo Pocket Dictionary on NetLingo.com is an example of something that pops-up.