Thank you for your reply and, of course, for the Caliburn Micro framework which is great to work with.
I discovered that this bug is specific to IE9. ( or at least that the same xap works correctly in Firefox and Opera but not IE9!).
Silverlight version 4.0.60310.0 IE9 Version 9.0.8112.16421
Perhaps there is some security setting, Silverlight implementation bug, DevExpress issue etc.
I have a work around where I do not use the WindowsManager/ChildWindow for views incorporating DevExpress BarMangers.
Probably too obscure to investigate further.
Thanks once again for your response and your framework.
Best regards AndyB