After reading all the answers and comment, I just wanted to have a few things said. Please read it with an open mind, and understand the points I make without forcing me to think your way.
Sorry for not defining my question correctly
I first up want to apologize to not give every possible way how I could have opened a new browser window. Next time I will supply every possible way of doing something in the question itself.
Should Links Open In New Windows?
json supplied me with a nice link that covers most of the point that people made here. Points about forcing the user and it begin evil etc.
In the exact same document there is a section "Every rule has an exception". Which supplies a nice feature of placing a small picture next to link indicating that it will open a new window. This will take away the anger people have of opening a new window. I know there are different use cases mentioned, but I think this is a perfect use case for this icon.
What a good designer should do. !important
I have read a lot of comments saying a good webdesigner(s) should not force you to browse in in a specific way. But the real fact it, he forces everything because he wants you to have a pleasurable experience. It is the role of a good designer to make the website so that both experienced and inexperienced (people that do not know about the no-new-window-rule) have the same experience. It has nothing to do about forcing.
Simple efficiency Test
The role of a good programmer/designer is making your website in an efficient way.
If I take 100 peolpe that clicked the link(website in users profile), and I asked how many of the people wanted to stay on the SO website, I think the number would be far above 80%. So rather then having all 80 people press ctrl-click or middle click.
It would be more efficient to have it just open in a new window for all the 80 users, using just the normal click. And for the 20 that want it to open in the same window they can do so by opening it in the same window. A small icon can indicate that it will open in a new window.
Opening something in the same window is just by dragging the link onto the address bar or to the bottom left corner.
Being clear to everybody
Using this method you are clear to everybody, even to those that haven't read the small rules. I know for sure there are a lot of people that have clicked the link, and had to press the back button.
In this sense, you are forcing people to think your way. Just supplying people with indications what is going to happen, people will be forced but they know what is going to happen.
Forcing people to browse a certain way is part of the designer jobs. He does have to be clear on it, and it has to be a fun experience.
The only answer that is really correct is SO just saying: "We choose it to do it this way". It has nothing to do with forcing, because either way you are forcing people to think a certain way. You can just choose to do it one way or another. If SO just chooses to open in the same window, I can respect that. All other answers just don't make any sense.