Yeah, unfortunately it is a browser/system thing... will be different in a lot of cases...
It's kinda been decided that it's not best practice to do certain things (forcing the opening of new windows being one) but to let the user decide what happens in the browser settings. This is especially important in mobile...
Unfortunately Chrome gives you no way to override this, but I think IE does somewhere in the settings - sorry i'm on a Mac so don't use IE...
John