There is a local viewing preference in Acrobat or Reader that controls whether a linked PDF opens in a new window: Edit > Preferences > General -- turn off "Open cross-document links in same window" (it is turned on by default).
Preferences apply to the Acrobat/Reader copy where the PDF is viewed, but not to the PDF file itself.
In Acrobat, you can modify the link properties so that links open the target file in a new window (available within Acrobat starting with version 6); this will have to be repeated when the PDF is recreated.
It is also possible to add Acrobat JavaScript code as a "document open" action in your PDF file(s), but this requires that the local preference of enabling Acrobat JavaScript, on by default, is not turned off. This will also have to repeated when the PDF is recreated.
[My FrameMaker-to-Acrobat add-on has a function that controls the "new window" property globally or individually, so that no additional actions are necessary after the PDF is created -- see http://www.microtype.com/ImprovePDF10.html for additional information]
Shlomo Perets
MicroType, http://www.microtype.com
FrameMaker/Acrobat training & consulting * FM-to-Acrobat TimeSavers/Assistants