To the best of my knowledge, PHP doesnt do that. HTML and Java do.
<a href="script.php" target="_parent">click</a> <- opens new stuff in same page
<a href="script.php" target="_blank">click</a> <- opens new stuff in new page page
<a href="script.php" onClick="javascript: window.open('Location');">click</a> <- opens new stuff in new page
I could be wrong though, if I am, I would like to know too. 🙂