If clicking a link opens it up in the same window, this could be a configuration with your browser to open new windows in the current browser window or tab.
Here is how you can adjust that:
*In Internet Explorer:
Go to Tools -» Internet Options. Select Advanced, then scroll down to Reuse Windows for Launching Shortcuts under Browsing and make sure it is unchecked.
Click Tools -» Options -»Tabs. Under New pages should be opened in, set it to New Tab.
*In Safari, you should be able to use any setting, as Safari defaults to opening links in either a new tab or window. If you are using tabbed browsing, newly opened links will not open as the active tab unless you have the Select New Tabs as they are created option checked.