Any way to use Web Application monitor with Salesforce?

Any way to use Web Application monitor with Salesforce?

I'm attempting to set up a monitor that will
1) Log into Salesforce
2) Click on a dropdown of external application
3) Click on an item
which (in real life)
4) Launches a separate browser window to the external application
5) Log in to external application.

I have tried to record these steps in both A) Site24x7 WebApp Real Browser Recorder (green icon with two windows on it) and B)Site24x7Recorder (with the green arrow icon).

A) When I try and record the steps in Site24x7 WebApp Real Browser Recorder the normal steps to record appear to work including the popup, but the playback text fails, and I get an email from SFDC asking me to authenticate the "unknown" computer. I suspect the browser/ recorder is not permitting cookies, so SFDC never confirms the ID I'm using.

B) When I try using Site24x7Recorder the recording part appears to work, but after I have saved the steps back to 24x7 it fails. From the report I get back on the failure it appears that the second browser window never launches, so the URL of that window cannot be found.

Anyone have any suggestions?