I have created a new Team Project and I'm currently the only one administrator.
I can connect to the project and check-in/out correctly.
If I try to change the security settings from the menu Team > Team Project Settings > Security I get only a popup asking me the browser I want to use (i have also Chrome) but whatever I choose nothing happens.
Visual Studio Professional 2013 Update 5
Team Foundation Server 2013 Update 4
Windows 10 Enterprise 64 bit
N.B. If I manually open the TFS link it works