No, that sounds more like the page hasn't finished loading yet, so the script that kicks in when you click the link isn't working yet. Before the script gets to it, that link is just a link to the top of the page (Note to self: change that to something that doesn't result in moving....)
So if you click that link too soon you go to the top of the page. Try reloading the page then click again maybe? Or you might have scripts turned off. If scripts are turned off, PMs don't work (along with a few other things.)