The first thing to check is the setting on the Options page to see whether the checkbox for Open new windows in a new tab instead somehow got "unchecked". See: Startup, home page, tabs, and download settings.

If that setting is okay, it's possible the page has some script code that bypasses the usual behavior. Or does this happen on every site?

I do have that setting already checked and it still happens. It must be script code? I have had Mozilla before and I don't ever remember this happening. Is their a way to disable this behavior. Its driving me crazy and I like using this browser.

One option might be to "middle click" the link with your mouse's scroll wheel.

Also, there is a setting in Firefox about whether to allow certain scripted windows to bypass the "new tab instead" setting, and you could close the loophole. Here's how:

(1) In a new tab, type or paste about:config in the address bar and press Enter/Return. Click the button promising to be careful.

(2) In the search box above the list, type or paste LINK and pause while the list is filtered

(3) Double-click the browser.link.open_newwindow.restriction preference and try zero to see whether that fixes it:

0 = apply the standard rule to ALL new windows (even script windows) 2 = apply the standard rule to normal windows, but NOT to script windows with features (default) 1 = override the standard rule and always use new windows

Note: There are various other similarly named preferences that do other things, so please ignore those.