Melissa, generally if you hold down the Command key and then click a link it will open in another window or another tab. I have it set to open in another tab because I don't like a ton of windows open. Either way though, you should be able to set it in your browser.
In fact, you can probably set that behavior in your browser for any link. I just tested it by clicking that link above without holding down Command and it opened in a new tab. I have it set for that in Chrome which is the browser I use. Apparently it overrides what Dave has set here.
