Making new windows not come up over existing window

Whenever I click on a link in a window I'm working in or try to do anything where I want a new window to come up, the new window overrides whatever I have as an open window. So I'll have a window open or downsized so that I can come back to it later or save it and it disappears with any new window that gets opened. How do I stop this from happening? If you can email me directly, I'd appreciate it. I'll probably never find my way back to this newsgroup.