1. Add rel=”external” for links that you want to be opened in a new window
2. Include the following jQuery script:
   
   $(function() {
     $("a[rel*='external']").click(function() {
       window.open($(this).attr(‘href’), ‘external’, ”);
       return false;
     });
   });

But I agree that it’s annoying when link is opening in new tab(window) without your acceptance. Even for external links users can use hot key combination (Command + T in mac os or Ctrl + T in windows) to open a link in new tab. We should give user a choice to decide personally whether he/she wants to open a link in the same window or external. Or at least to notify somehow. Using popup window or even icon near the link that tells user that this link is external.