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On Safari for Windows, choose Edit and ensure that Block Pop-up Windows is checked.
The shortcut for this is Ctl+Shift+K.
This option will prevent sites from opening another window through the use of scripting, or active content.
You should be aware that while pop-up windows are often associated with advertisements, some sites may attempt to display content relevant to your usage of the site in a new window.
Therefore, setting this option may disable the functionality of some sites.
Source: CERT/CC (Computer Emergency Response Team Coordination Center).