I can't replicate this exact issue here. I have occasionally seen an issue when I try to add a link, the dialog is slow to load all the way and sometimes its faster to just close it and then try again and it goes better the next time.
You might try upgrading to the new release of mojoPortal, the .NET wrapper around FCKeditor has been reworked a little and we now also have the TinyMCE editor, maybe it will work better for you.
I still have work left to do to take advantage of all the advanced features in FCKeditor or TinyMCE and plan to implement more of it soon.
Also noticed that a new release of FCKeditor just came out today. I will be upgrading in svn soon so it will be in the next release of mojoPortal.
Joe