We have more or less the same issue as "mic" here: Forum post: Targeting a new or blank window
In short, we are using RadPanelBar as our Quick Launch menu* in SharePoint 2007. When adding a new link to the menu through site settings --> navigation, there is, as mic wrote, the possibility of selecting a check box to enable the "Open in a new window" option. Selecting this option has no effect.
Mic's post is nearly two years old. Is this issue something that has been looked into and if so, has it been resolved?
* Telerik.com: Replacing a SharePoint master page's default Quick Launch menu with RadPanelbar