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Don't click or press Enter or Return yet. If you want to open the link in a new background tab, hold Cmd (Mac) or Ctrl (Windows) instead. If you want to open the link in a new foreground tab, hold both Cmd+ Shift or Ctrl+ Shift (Windows) instead. This will open it in a new window.
Find the link you want to click or enter the web address you want in your URL bar. Hold down your Shift (Mac) or Shift (Windows) button. As you hold the button, click the link you want to go to, or press Enter.