In Internet Explorer 9, you can set popup windows to open in a new tab instead of opening in a new window.
  1. Click the Tools icon on your browser.
  2. Click Internet Options, near the bottom of the list.
  3. In the Tabs section of the General tab, click Settings.
  4. Near the bottom, under When a pop-up is encountered, select Always open pop-ups in a new tab.
  5. Click OK in the Tabbed Browsing Settings window, and then click OK in the Internet Options window.

Now any pop-ups will open up in a new tab in the same window you're already in.

To test this, click here.