When your visitors click on an image file that inserted in your a post or page you might want to show that image file in a new window.OK,when you have finished upload an image file to server you will see the window like the image below.
upload image example

When you select Link to: ==> File and select Show ==> Thumbnail,Full size or Title.When your visitors click on image it will show in the same window by default.If you want to show it in the new window you can accomplish by open file in folder wp-admin/js/upload.js then look at the line 258 (wordpress 2.3.2) you will see like this.
click to see image
Edit to
click to see image


Then save and upload to server.This trick applies to Show Thumbnail,Full size and Title.