I am assuming you are using Internet Explorer (IE 7) because previous releases of IE do not support the tabbing option. If you right click on a link a drop menu will appear and provide you the option to open the link in a new tab.
Pop up windows by default will open in a new window. You can change this by clicking on tools and selecting Internet Options from the drop down menu. Towards the bottom of the general tab you will find a heading that says Tabs change how web pages are displayed in tabs. Click on settings and there you will find all of the controls for IE 7 tabs that you can set to your own requirements.
I tried what you suggested - right click on the link and select "open the link in a new tab" and unfortunately, the window I was in shut down again.
Any other suggestions...would down loading FireFox resolve this?
Downloading FireFox might resolve the issue since FireFox would create its' own registry entries. I've a sneaky suspicion that you have a registry entry for IE7 that isn't set properly - I'll have to do a bit more research on the registry entries for IE7 to come up with a possible solution though.
You might to want to check the registry setting in HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\TabbedBrowsing look at the value for a key entry Enabled it should be a hexadecimal value of 1.
Sorry for all the edits of this post one more key you might want to check. It may or may not exist on your machine if it doesn't exist then it doesn't apply to your situation