Websites can code links to open in a new window instead of staying in the same tab. Firefox normally will divert those new windows to a new tab in the same window, but you can turn that off. Check out this article for where to find that on the Options page:

Startup, home page, tabs, and download settings

If you uncheck the box, do you get the behavior you want?

You can hold down the Shift key and left-click a link to open this link in a new window.

See also:

• http://kb.mozillazine.org/browser.link.open_newwindow
• 1: current tab; 2:new window; 3:new tab;

For links opened via JavaScript you can look at this pref:

• http://kb.mozillazine.org/browser.link.open_newwindow.restriction