Michelle, to answer your question...It's against Googles terms & conditions for a webmaster to have the ads open in a new window, however, as the others have said, if you're using Firefox you can right-click your mouse and select open in new window. Also, if you have a web-wheel mouse and press the wheel whilst hovering that will do the action automatically. If you want an even smoother way of doing it, then in Firefox you can force links to open in a new tab by going Tools > Options > Tabs, then under Open links from other applications in: select a new tab in the most recent window then select the option that says Force links that open new windows to open in then select a new Tab
OK, I just remembered that your are on a mac aren't you? Not sure how Safari would handle Tabs.