Cp8 will not open hyperlinks in pop-up window? Any pointers?

So I want my learners to access web pages via hyperlinks embedded into my Captivate 8 tutorials. To set up the hyperlink, I do the following;

1) Select the text I want to hyperlink.

2) Click the 'Add Hyperlink' button in the properties panel.

3) Paste the URL of the webpage I want them to access into the "Link To" field.

4) Select "New" from the drop-down (as per every tutorial I've seen).

5) OK

However, when published as a Scorm package and embedded into our LMS, the webpage opens in the same browser window as the tutorial, meaning our learners have to hit the back button or lose their place in the tutorial (or lose it completely!).

I've tried all of the other options - Parent, Current, Top - with the same results.

I'm publishing to HTML5, eLearning Output is SCORM 1.2.

Can anyone help with this? Any feedback greatly appreciated

Cheers,

Karl