I set debugger as "Stop on first line after run"

I start with "Run in Debugger" and the code stopped at the first line.
I press "Run in Debugger" again and the "Output" appears.

I click on something in the "Output" screen. The next screen appears.
It did not "Stop on the first line after run".

I am new to this but why didn't it stop? What to change to make it stop?

Running PHPED 5.2 (Build 5213) and trying to debug Oscommerce.

Thanks

if this "something" you clicked on in the output located in different domain or is behind different protocol (https vs http), it will never start debug sesssion until you take special actions. See FAQ How to run debug session for further details.
if this "something" points to the same domain and is with the same protocol as currently opened page, it may contineu debug session upon click if you have "DEBUG SESSION" option turned on and did not prohibit debugger cookies in the debugger settings on the server side (see dbg section in phpinfo)