I have seen something simaler to this. KLC runs 1st, then the pop up after you connect, but in my case it sometimes pops up several min or hours after I make connection.

If you log back in later do you see the box waiting?This occurs rarely but does happen.

O yea one more thing:

check your remote notiy settings, Machine policy over-rides user role Policy's for this.

So if your Machine says "silent"  you're going to be silent :D