I have somewhat different experiences on that.
On my site the problem occurs also with the “add link” button (or shift-alt-a on the mac). The window is blank, although I can close it. I also had this behavior with WP 2.4.
The solution I ran over was: In the blog settings I had https://mysite.tld instead of https://WWW.mysite.tld. Since I changed that, all is sugar.
BUT NOT QUITE – I was just lucky ?? . I usually edit my wp-admin stuff with https. With HTTPS the window is still blank, with HTTP it works fine.
Can anyone confirm this, maybe?