Many of us link to other sources and sites from our own posts, but what you want to remember is not to take focus off your own site. Therefore you have set the "open in a new window" in the properties.
For Text Links
Select the text, then click on the link button on the toolbar (looks like a paper clip), and enter the desired Link URL, and remember to check the "open in a new window". Click OK.
For Image Links
Insert your image as you normally do. Then click off the image somewhere in your post. Then double-click the image which opens the image properties. You can again, enter a URL and check to open in a new window. Close the window and changes will be save automatically.