If you look at the popup api docs : http://api.jquerymobile.com/popup/, it states the following:
The framework does not currently support chaining of popups so it's not possible to embed a link from one popup to another popup. All links with a data-rel="popup" inside a popup will not do anything at all.
If you need to have one popup open on top of another you will have to use a different plugin or roll your own. You can see my answer to another question Show raw jquery mobile simple dialog above another raw jquery mobile simple dialog where I used the Simpledialog2 plugin to achieve this.