this.href = #
You didn't set the href in that element.
Also "SetUrl" I am guessing that is defined in some javascript somewhere else in your page maybe worth a look in to whether it is doing what it is suppose to.
Of course I would maybe try a totally different approach
I got all 3 of these to load google in a new window
<a href="#" onclick="window.parent.open('http://www.google.com');window.parent.close();">Test Link</a>
<a href="#" onclick="window.parent.open('http://www.google.com');">Test Link</a>
<a href="#" onclick="window.open('http://www.google.com');">Test Link</a>
To load your "content.php?page=$name"
print('<a href="#" onclick="window.open(\'content.php?page=' . $name . '\');">' . $name . '</a><br />')
And really why you would use this.href on an <a href=""> is kind of the hard way to go about it.
<a href="content.php?page=<?php echo $name; ?>" target="_blank"><?php echo $name; ?></a>
That will do the same as all the above and you can keep javascript out of it.