All Windows
This tweak adds an additional right-click menu item to your Favorites entries which allows you to choose to open the Favorite in a new window.
Open your registry.
Follow the instructions in this tweak to cause Internet Explorer to not re-use windows when opening shortcuts.
Then find the key [HKEY_CLASSES_ROOT\InternetShortcut\shell] in your registry and create a new sub-key called "Open in a new window", under the new key create another new sub-key called "command" and set the (Default) value to 'rundll32.exe shdocvw.dll,OpenURL %1'.
The change should take effect immediately.
Right-click on a Favorite and you should see an option called "Open in a new window".
Registry Settings
System Key: [HKEY_CLASSES_ROOT\InternetShortcut\shell\Open in a new window\command]Value Name: (Default)
Data Type: REG_SZ (String Value)
Value Data: rundll32.exe shdocvw.dll,OpenURL %1
