How do I get firefox to open a new window when i click on a link in a webpage ?

When I click on a link in a webpage in Firefox, generally it opens the new page in the window i am in (though some times it does not). How do I get it to open a new window (or tab) each time I click a link. For example, on www.bbc.co.uk if I click on a link, the new page opens in the same window, if I then click another link in the new window, again, it opens in the same window. To get back to the original window, I have to use the back button twice. Surely there is a setting so that all 3 windows can be open on separate tabs or separate windows. I have been to the tabs window in options, but doesn't seem to make a difference.