By default, Clickshare does not show certain types of popup windows. We have seen this when projecting browser popups, AutoCad, and Visual Impression, but it can happen in many different applications.
If you are sharing something that needs to show such popup information, while you are connected to Clickshare:
Click your system tray icon, usually in the bottom right of your Windows task bar.
Find the ClickShare icon within the resulting box of icons (highlighted below, it looks like a red almost circle):
Right-click on the ClickShare icon, and you will see several actions. Click "Capture more":
Now, popup-style windows on your screen will be displayed in ClickShare!