have spent the night trying it on five different computers with slightly diff setups tonight... and on FF, IE, Chrom, Safari and Opera on all of them... no issue... and Andy has no issue on the Mac...
after the first time loading, is the content complete? by that, I mean all there?
In firefox, with firebug, and the console open, after clicking on that the first time, are any errors shown? If there is an error in the page, and yes, the ajax load is considered a page, then clicking on a link will cause a new page...
So I suspect you are getting some kind of error... we just need to run it down what it is... after doing it the first time please check your php error log and see if any info is reported...
Additionaly, sheesh, have to remember this is 5.0 now, please go to forum - toolbox - error log and see if any errors are reported... it may be easier to clear the log (link at bottom) and then go back to profile and redo and then check the log...
how much php memory do you have?