I had the same problem as the OP. Evidently, my computer has some kind of security built in that did not allow for the next screen to come up. I finally tried on my husband's lap top and had no problem. You may try to turn off your pop-up blocker/allow for "cookies"/reset security levels. FWIW, I tried all of these things on my machine, to no avail.
If you are not able to enter on-line, there IS an option for entering via snail mail. Check the rules page, and it will tell you how to do this. Good luck! I feel your pain.