The secret is in the script.

1) Select the text or image that you want to link
2) Right-click on it and select "Link" from the menu that appears
3) Select the "Internet" tab
4) Select the "Script" button
5) In the text box labeled "Script", enter the following text:

href="" target="_blank" will need to replace "" with the address of the site you want to link to.
6) Click "OK"