Browser Focus

One that has always puzzled me, so this question is mere curiosity.

Sometimes, using IE6 as an example, opening a link that needs a browser results in one of 3 positive actions:

1. Opens a new window
2. Uses the existing open window.
3. Steals any window it can find (apparently at random)

so the question is, how do you control this behaviour?

Particularly in option 3 above, it is quite annoying.

In Firefox, for example, you can right click and chose whether to open in a new window or a new tab.

btw IE7 doesn’t enter into the equation at all, since it is not available for everyone, this question applies to mundane useage on ordinary computers running Windows.