Import of E*Trade from Morgan Stanley does nothing except make a "click" sound

When attempting to import from "E*Trade from Morgan Stanley", when I enter my username and password and press Continue, I see an "Establishing connection..." progress bar and then it just goes away with a "click" that sounds like a popup blocker click and nothing happens (stays on the usename/password screen). I only suspect the click is a popup blocker, but I'm not really sure. I do not have any other windows open, so there is no other window popping up for sure. I do know my 1099 is available on the E*Trade website and I have confirmed my username/password works on the E*Trade website. I also tried my Morgan Stanley username/password (as I have both) and it did not work either. And I DO have "Yes" for third-party data sharing set on my E*Trade account as the text in the screenshot shows.