The Data menu in an action running mode is showing a blank pop-up dialog when clicked from an IE browser.
If your IIS web server has the HTTP compression setting turned on and a user attempts to open the data list from the running action header menu in IE, a blank Windows dialog will be displayed.
The data list uses client-side dynamic HTML functionality to download and display compressed information from the IIS web server, which appears to have compatibility issues as indicated by Microsoft.
The solution is to turn off compression on IIS for maximum compatibility. This applies to IIS version 6.0 and higher. Prior versions do not support HTTP compression.
See the HTTP Compression Microsoft article for more information.