I say leave it as is now; opening in a new window is the world wide web of the past.
Web folks used to argue that opening a link in a new window allows your site to still be open, and will bring users back to the page. But this has gone by the wayside with usability studies, e.g. Jakob Nielsen's studies have shown again and again: people know how to use the "back" button
. And to take into consideration the need for dynamic re-rendering of a page (to take into account the visited pages), Classic Castle currently has a very intuitive and helpful breadcrumb system.
And besides, if I want it in a separate window (or tab), as Foamrider
mentioned, I can always right click. Then those of us who don't like it in a new window don't have to spend our time closing extra windows
...we can just keep on reading CC.