No, please don't because...
  Should Links Open In New Windows?
 No, they shouldn’t. At
  first glance the decision to open links in new windows or not depends
  on the given site and the preferences of its visitors. Visitors of the
  sites with heavy linking are more willing to have links opened in new
  windows than open dozens of links in new windows manually. Visitors of
  less-heavy-linkage-sites are more likely to open some specific link in
  new window to remain on the site and continue to browse through it
  afterwards. However, this is not true.
... and ...
  The Top Ten Web Design Mistakes of 1999
 
2. Opening
  New Browser Windows
  
  Opening up new browser windows is like a vacuum cleaner sales person
  who starts a visit by emptying an ash tray on the customer's carpet.
  Don't pollute my screen with any more windows, thanks (particularly
  since current operating systems have miserable window management). If
  I want a new window, I will open it myself!
  
  Designers open new browser windows on the theory that it keeps users
  on their site. But even disregarding the user-hostile message implied
  in taking over the user's machine, the strategy is self-defeating
  since it disables the Back button which is the normal way users return
  to previous sites. Users often don't notice that a new window has
  opened, especially if they are using a small monitor where the windows
  are maximized to fill up the screen. So a user who tries to return to
  the origin will be confused by a grayed out Back button.
To emphasis this further, think about the user being in control. If you take away an option from the users, and make the decision yourself, that this link should open up a new window or a new tab, you have disqualified the users browsing behavior. You override an option that could be left to the user – and this really is bad user experience. 
Bad User Experience on your site makes lower returning visitors, which lowers your revenue, and we don’t want that. We want to empower users, and we want them to return to our great site – and that’s why we never ever open up links in new windows or new tabs.