"But wait," you say, "my mouse doesn't have a middle button!" No problem -- another way to get the same effect is to hold down the Ctrl key while clicking (with the left mouse button) on a link.
(If clicking the middle button on a link doesn't open it, your mouse may be set to use the middle button for something else. You can configure your mouse settings by going to the Windows Control Panel.)
Posted by Peter Kasting, Software Engineer