Admittedly, this solution has limited applications. However in the right situation it is a way to solve a sticky problem.

Use this technique to open a DNN menu item or Dynamic Forms URL Redirection Completion Event to open in a new window.

There is one line of code that must be inserted in the head section of the page that will force any external link to open in a new window.

<base target="_blank" />

Now, you probably do not want that line to be in all pages, just a particular page in your website, perhaps a page with a Dynamic form on it. So use Will Strohl's Script injector module to put the code only on the right page.