Many HR web sites use pop-ups to display pay stubs. If you have set Safari to block pop-ups, they won't show.
I had this problem and did not want to have any pop-ups in Safari, so I used an alternate browser, Camino, for viewing stubs. Camino allows selective pop-up blocking so I set it to allow only pop-ups from my employer's site. Worked a trick, and Safari remains free of unwanted pops.