I am very ashamed to say that I have come to the conclusion that IE doesn't care about case sensitivity in anchors, but Firefox does
I tried Martin's solution (which still lets the popups work, thanks man! but didn't solve the anchor problem) So I had a closer look at one or two pages and realised that in the problem popups, I had left a capital letter at the beginning of the anchor names. This seemed to make no difference in IE but changed everthing in Firefox. This seems weird but there ou go.
Long term I will try to choose a different solution, once my web skills are better, because in any case I have to tell my users to turn off popup blockers if they want to use all the features of the help. So it's all a bit painful and quite frankly slightly second-rate but my site is at least an improvement on its first version - who can ask for more! Thanks again