Beerslayer, it’s very simple: use the right-hand mouse button!
http://img.photobucket.com/albums/v466/loldaolda/lol_2.gif

(If you’re asking why we changed this detail, the reason is that the popup window now sometimes has a “Do not show this window next time” hyperlink on it (namely in case of the Network Shield messages) and it wouldn’t be clear if the user is clicking on the hyperlink (with a left click) or just dismissing the window (also with a left click…))