That depends where it comes from. The referer would be the javascript function you use to open the window.
I get the same problem as you have. I made a web page with a JavaScript function to open a pop-up as soon as the page loads. It didn't echo nothing, not with $HTTP_REFERER or with $HTTP_GET_VARS["HTTP_REFERER"]
But, when using an A tag to redirect the document, it does show up.
Must be a IE bug. Anyway, i'll stay informed on this subject. Is quite amazing.
fLIPIS