Can't add K2 categories to menu

Hello guys,
Whenever I try to add a K2 "Latest Items from Category" to a menu item, what should be a modal window (I think), opens up the entire screen, and if I click on the link to the category or item I want to fetch, nothing happens. On mouseover any of the links, the tooltip says "Click to add this item" but the link goes nowhere, nor are there any Save, Apply or Cancel buttons showing.

What can I do to fix this?

Please show us your website.

Sure - the DNS has not transferred yet, but you can go here to see it. If you would like admin login info, I will be happy to PM you with that.

Thank you!