Link on desktop, how to make open in a new window

[homestarmy]

Well on my computer here at work, I click on a link I have on my desktop and it opens up in the window where my documentation tool is and screws me up. I try to have a different window open before my documentation screen... but sometimes I close it or whatever. How can I tell these links to open in a new window?

 

[MrChad]

Assuming you are using IE, go to Tools / Internet Options / Advanced and uncheck "Reuse windows for launching shortcuts."