First, you are using a version of Firefox that is very old and outdated. Please update to at least Firefox 3.6.27, or more preferably, update to Firefox 10.0.2. There are lots of bug fixes, security improvements, and much improved performance in Firefox 10.

After you do that, try seeing if you are still having a problem. If you are, is this that when you try to select "Open in a new tab" it opens in a new window instead? Or something else?

Firefox 3.6 versions have "Open Link in New Window" as the first choice.
Firefox 4+ versions (including Firefox 10.0.2) have the "Open Link in New Tab" choice on top in the right-click context menu.