Which version of Firefox are you running?
I've just tried this in v 3.6 and it opens the tab immediately to the right of the current one. It seems to be the default behaviour now, I can't find an option in the user interface that controls it.
Both right click & "Open Link in New Tab" and middle click work this way.
I haven't got any tab related extensions installed at the moment.
It's certainly worth keeping your browser (what ever browser you use) up to date with the latest version - if nothing else you'll be kept as secure as is possible from vulnerabilities in the code.