If "Open in New Window" is not working...

...for you or "Open in New Tab" with IE8, it turns out that there's a strong likelyhood that (for some unknown reason) the installation forgot to register a particular component so:

(1)Open a command prompt as Administrator
(2)Type 'regsvr32 actxprxy.dll' and press Enter.

You should get a small dialog popping up telling you that the DLL was registered properly.

Now try IE8 again.

I cannot fathom how Micro$oft has not found and eliminated this problem in IE8. It has existed since the early betas. Ridiculous.