In these situations, the first thing to do is to check the error console. If it's simply not popping up, then most likely there is a js conflict/error on your page. On your site this is exactly what's going on. Something is using JQuery and probably not in no-conflict mode, so it's clashing with joomla's mootools javascript library.
Hi Can I ask what tools / browser you used to get that, since upgrading to the latest firefox my console doesn't seem to be opening properly nor working. Ctrl shift +o