Ah, I just found out something.
When I open the bla.php directly in the overlay, and then click on the link, it works.
But it doesn't really help me:
First, I open the overlay with a quiz inside (flash). When one is done, you'll be redirected to thanks.php (in my example, it's bla.php). Then, if you click a link in thanks.php, the frame disappears.