Are you using Internet explorer 9? On the top right hand side of the page there is a house, star and a wheel. Click on the wheel and select internet options. Amost at the bottom of the page its says: change how web pages are displayed in tabs - click that setting button. These should be checked: Enable tab browsing and tab groups.
Under when a new tab is opened, open - it should say the new tab page. Further down where it says open links from other tabs in: pick a new tab in the current window. save the changes - you may have to re boot.