Hey all -- I'm no tech person, but found this thread when I had precisely the same problem with IE: Couldn't open multiple windows and, similarly, couldn't keep an originating-window open when clicking and following a link.
I was bummed out when I saw that the unanimous fix was uninstall yahoo toolbar, etc., since I had done so some weeks ago. BUT, here's what I have to add to the mix. If you have uninstalled your yahoo stuff, and the problem persists: go to your Program Files folder(s) and investigate whether you still have some Yahoo files and programs. There was a Yahoo folder sitting in my program files, and when I deleted all of it, the problem went away.
Interesting footnote, when I first tried to delete the Yahoo stuff, I had IE open, and I kept getting an error message saying I had a program open that was "using" the Yahoo .exe file. Eureka! I said. I closed IE, deleted all the Yahoo folders, and voila, the problem is gone.