I do the same thing, but I found an easy enough 
solution: hold the shift key down while you click 
on a link.  This'll open a new window, at least 
in Internet Explorer.  If you try it in Netscape, 
it'll try to save the page. ^^;  So I figure 
Netscape must have a similar solution, but I 
haven't found it yet.  Hope that helps!