Sorry, but I have to disagree that it is always wrong to open links in a new window. There are many sites (and more to come) of the "web app" variety that carry a lot of state in the current window, and opening a link in the same window would destroy all of the state once the user clicks the Back button. On highly dynamic sites (like the results page on Twitter Search), navigating away from the page for even a few seconds will change the results when reloaded, so the user's "mental state" of the page has been destroyed. I contend that opening a link in a new window/tab makes sense in these cases.

If you read all of Nielsen on the topic, he actually makes an exception for PDF's and the like: anything where users may believe they've opened another application instead of just another page. In that case they're likely to close the window to get back to you. If you didn't open a new window, they've now closed their way back to your site.

Working with users, I also have found that many prefer and expect links to other sites to open in a new window. This is 100% not my preference, and indeed I almost find it insulting like the author at trilithium.com, but only one of my users is me. With some reluctance I have taken to opening new windows for PDFs, Flash apps, and on some sites any external link.

Every time I've conducted informal polls of my readers, the results have been about 50/50 on this topic. It's not as cut and dried as the article suggests. Many users even prefer same-domain links to open in a new window automatically.