a new tab please or a new window for links?

Web guys, not sure where to post this.  I have noticed that clicking on any links posted within messages on this forum and they do not open in a new window or tab but open over the top of the JB forum, - therefore you are no longer in the JB website, - not good.

Ok you press back on your browser and get back there but most messageboards or forums worked out a while ago that it was better not to lose your browser away from your site. Ok you can right click on the link and select "open in a new tab/window" but I often don't, - just gone off on a route through www.play.com when looking at the thread on JB's AH DVD.

As somebody who works in a role where retention of users within your site is paramount it seems such a big no-no to me to let your viewers out of this domain so easily.

Hope this is understood as constructive criticism.

Ian