Does Firefox menu "Options" / "Tabs" / "Open links that open in a new window:" "New Tab" work for you?
I am using Firefox 5 on both Ubuntu 11.04 and Windows 7, and on both of those links open to new tab, not window.
If this does not help, then try uninstalling the Firefox, deleting all settings under :\Users\\AppData\Roaming\Mozilla\Firefox, and then installing again.
Because it works for other people, it's possible it's just some old setting left lying around on your system. Remember to take backups of the settings so you can revert back to them if it didn't help.
One option is to install extension called "Tab Mix Plus". It overrides much of default behavior of the Firefox tab handling and enables overrides not present on vanilla FF.