Jackie,
your other alternative is that, instead of using the mouse to click normally on whatever you want to open, you 'right click' instead and then select 'open in new window' and then it does! It's really useful if you're using a search engine as you can check out all the results to find what you really want, without losing the original list. That way, you can actually have as many windows open as you like, enabling you to keep things open for comparison etc. (At least, that is, until your computer decides to crash 'cause it's running too many programmes!)