Some links are coded to open in a new window no matter what the setting is
in IE's Advanced Options mentioned by Robear. Not much can be done about
that. And he should have said to check, not uncheck that box - click Apply,
click Okay.
One way to get around having those links open a new window you don't want is
to have two IE windows open. Left click the link you want to open, drag it
down to the taskbar over your "other" IE window, it will come to the front,
drag it up into the second IE window and let go.
