Web pages themselves can specify that a link should open in a new window, which is probably what is going on.
There are options in IE under "Tabs" "Settings" button (in IE 8, not sure about 9). You could set the pop-up setting to "Always open pop-ups in a new tab".
That would at least keep the new page in the same browser window.
A second method: To open that page or site in the foreground (with Internet Explorer switching to the new tab you opened, without closing the previous tab), hold down simultaneously the Ctrl key and Shift key, and then click on the link.
Mike - A forum post should be like a skirt. Long enough to cover the subject material, but short enough to keep things interesting.
"It's not about the odds, it's about the stakes." - quake