When you click on 'Customer Payment Entry' you go into the screen and it shows the last customer you looked at.  However, it does not show any invoices which are outstanding.

Workaround:

Select another customer and then select the first customer again.

Recreate:

Go into 'Customer Payment Entry' - select a customer who has outstanding invoices and you will see the invoices.

Select 'Sales' then 'Customer Payment Entry'.  The last selected customer will be selected but the invoices will not be listed.

Cheers,

Kevin B