Ok so links open on the same screen if they are on the same domain?
Hmm...ok not really what I want but at least I know now. I have a wordpress install elsewhere on the same domain that I need to link into but would like the links to open in a new tab hence the need for a global "open in a new window" option - maybe that's something that could be added to a future release, give us the option. I can understand your workflow however.
I am creating some Link forum on a new forum - for example one going to a radio station. I want it to open in a new window (the same with a link to a wiki page) - but there are no such options in the forum section creation pages (nodes).