um. ummmm. we talking IE? isn't this a setting that the web page maker does? in opera it is a setting you can make so that a link will open a new page in the browser. but in IE it is up to the page designer. I think. easily wrong here... but you can rclick the link and select to open in a new window... or just press the shift key as you click the link...
if all windows opened in a new window it would stuff the back button on yer mouse, now wouldn it?
go easy on me, i've been on a long holiday, n me brains gelled.
try it. open a web site, click on a benign ad like from a bank or similar - it'll most likely open in a new page. now click a link on that orig web page n i think you'll find it will most likely open in the same window. click the back button, click the same link with the shift key. now your back button will not work. same as with the bank ad. no history for the new window, see?