It would help if we could see a faulty page - then we could also see where
the problem is.
In the meantime, look for a tag similar to:
<base target="_blank">
in the <head> section of the page in Code View. If you find it - delete
it.
Otherwise, look for target="_blank" attributes in the links (again, in
code view).
Note that the word "_blank" above may be anything else.