If Single Sign On behaves in a way that is unexpected and an error message is not displayed, then most likely there is a compatibility issue with the browser being used.
Before contacting your Department Administrator to report an issue, retry your actions using a different browser. If your computer doesn’t have another browser available, perhaps a coworker or a different computer may have a different browser.
If your are using Internet Explorer 8 or higher, you may want to enable the Compatibility View setting to see if that will restore the feature you are trying to use.