Open URL in new window, not new tab

No, I’m not asking to continue the debate about web site links and how they should be opened. I have a different question re IE8.

I have some URL links saved to my desktop for convenience. Double clicking them opens the linked site, of course. But while the first one opened appears in a new window (duhh!) any additional links opened always appear in new tabs in that first browser window. However, the desktop IE icon and a couple of commercial site icons each open in new windows. So I know it is possible.

I’d like to control this behavior. However, I cannot find anything in ‘properties’ or in internet settings to help me.

Specifically, I’d like to force certain desktop links to open in new windows, and allow some others to join in as additional tabs on windows that are already open. How can I control this behavior of these desktop icons?