I tend to follow links in new windows when I'm browsing the web. It's not un-common for me to have 20 or 30 windows open at a time, often some of them from something that I was looking at two days ago and 'had been meaning to get back to'.
One thing that really annoyed me for ages was that if I got an e-mail with a link in it, clicking it would cause it to load in a window that I already had open. This really gave me the shits. It could be really bad when I had left a window open with some online form that I was half way through filling out, or that was the result of a HTTP POST (potentially breaking the back button), etc.
Anyway, I got used to copying links out of my mail client, opening a new browser, and pasting them in there to avoid this. Many months ago, I found out that you can trivially specify that you want IE to open shortcuts in a new window. Links from e-mails are also treated as shortcuts from this perspective.
You can do this in IE (I'm presently running v6) from Tools => Internet Options => Advanced then unchecking 'Reuse Windows for launching shortcuts'.
Now that I know, I wouldn't have it any other way.
mine keeps reusing the windows anyway.....v6/xp
Hmm.. no suggestions.
Get FireFox? :)