How to force IE8 to just open links in new tabs?

Whenever I click on a program link in Internet Explorer 8 it opens on a new window. It's so annoying! Is there any way for me to force IE8 to just open links in new tabs?

Follow these steps:

1. Click on Tools of Main Menu
2. Tools --> Internet Options
3. General
4. Settings
5. Tabs
6. Under 'Open Links from other programs..." choose 'A New Tab in Current Window'
7. OK