How about 'right click' the link and select "Open in a New Tab".
If you still prefer new windows, do you mean Minimised as in reduced to the Taskbar, or do you mean small than a Maximised window?
Mark
I am running IE 8 on windows XP. When i click on IE for the first time it opens maximized, but if i click on a link the new page and any other pages i open all open minized, how can i make them all open maximixed not full screen though

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