Hi peter,
Apart from target="_blank", it can also be due to some custom JavaScript code in the onclick event of that link. We can write simple JavaScript to open a page in new window, popup, modal window etc.
If you need more info, paste the source code of the page here so that people can help you better.
Hope this helps! 
Krishna Chaitanya T
Infosys Technologies Ltd, Hyderabad, India
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