In IE, click on the cog at the top right of the screen.
Click 'internet options'.
You should be on the 'General' page. If not, click on the 'General' tab.
Half way down you will see 'Tabs'. Click on that.
Again, half way down you will see 'When a new tab is opened, open'
Choose 'New Tab'.
I suspect you have it set to 'home page' instead of 'new tab'.