Pop up! plugin does not work properly for me

I installed Pop Up! plugin, as I'd like to make an annoying "log in or register" pop-up, in a similar fashion that WPMUDEV implements.
I configured everything according to the user guide, but it doesn't work - pop-up does not show.
I configured it to show for non-logged-in users, and I tried all the 4 loading methods in "settings" (incl. anonymous).
Do you have any idea what could be the problem?