Middle-click or hold down Ctrl and left-click the link or use the right-click context menu to open that link in a new tab.

See also:

• Tab Mix Plus: https://addons.mozilla.org/firefox/addon/1122

As co-rel said, a middle click on a link will let you open new tabs manually, which is what I would recommend you do.

However, if you really want it to do this automatically, I suggest trying the addon Tab Mix Plus.

https://addons.mozilla.org/en-US/firefox/addon/tab-mix-plus/

If you get Tab Mix Plus, then you can open up Tools>>Tab Mix Options and make the following changes:

To open new sites in new tabs automatically: On the Links page, set "Force to open in new tab:" to "Links to other sites."

To open Bookmarks, Searches, etc. in new tabs: On the Events page, go to the Tab Opening tab. In "Open tabs from:", check the checkboxes for the things you want in new tabs. You probably also want to also select the checkboxes for them in "Focus/Select tabs that open from" so that you automatically move to the tab when it's opened.

However, it's worth noting that Tab Mix Plus has a lot of other features and an overwhelming number of options. If you don't like some of its default settings, it might take you a while to find them and turn them off. This is why I think you might be better off taking co-rel's advice instead and just using middle clicks when you want to open a new tab.