From IE> Tools> Internet Options> Advanced> Browsing> uncheck "Reuse windows
for launching shortcuts."
And... you have a program running which is blocking pop-up windows-
something like Yahoo Companion, Google toolbar, MSN toolbar, a firewall,
Earthlink (or
another) pop-up blocker, etc.
You'll have to turn off the feature that's blocking new windows or uninstall
the program.
With some programs of this type, using Ctrl+click or Shift+click will allow
a new window.
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