I use Blogger so when I am typing a post I use the Edit HTML tab and type my HTML right in my post. If you use Blogger, just type up your post however you do it, check your post in the Edit HTML tab and do this for your links:
<a href="http://www.WEBADDRESSHERE.com" target="_blank">LINK TEXT HERE</a>
Basically the target="_blank" is what makes the link open in a new window.
You will have to edit the two highlighted areas to make your link point at and work with what you want it to.
Change WEBADDRESSHERE to the URL permalink (look up in your browsers location bar).
Change the LINK TEXT HERE to the title that you want the link to be called.
Clear as mud? I know that this Works for Me! :)
Ask questions in the comment and I will respond there. :)