To set Internet Explorer to open a NEW instance of IE in a NEW window do this:
- Open the Control Panel or from the Tools menu inside IE access the Internet Options
- Click on the Advanced tab.
- Look for the following question "Reuse Windows for Launching Shortcuts (when tabbed browsing is off)" under Browsing
- Uncheck the box
Note: You have to turn off tabs feature for this to matter (of note this also applies to those using older versions of IE that do not have tabbed browsing functionality)