When recording a popup window, there is at least a 'Connect To' test step and typically a corresponding 'Close' step. For both steps, you can right click on them and select Properties in the Menu.
From here, in the Visual Studio Properties window, there should be both the PopupUrl property that contains the recorded url and IsUrlPartial property you can set to true/false for WebUI to find the PopUp by either full or part of the url.
Please configure these and post back if you have any further questions.
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