Can you force a link inside a .pdf to open the "linked to" document in a new window?

When I have a link inside my .pdf document - linking to another .pdf document or to a Word document - how can I force the linked-to document to open in a new window?

I have a web site (business internal, so unfortunately I cannot point to it).  My HTML menu has links to .pdf documents - no problem.  However, once I open those .pdfs, they contain links to other .pdfs and to Word documents.  Clicking on these links, which reside inside my .pdfs, opens the "linked-to" docs in the same page.  How can I force them to open in a brand new frame?

All of my .pdfs were originally created in Word, and in the Word versions, the links DO open into new frames.  I am not sure why, when I convert them to .pdfs, they lose this feature.

Can anyone help?