Internet Link Ends Session

I am new to Lectora, so I am sure I am missing something. I am creating a course with some links to internet sites. I created a transparent button over an image and programed it to GO TO/Website. I entered the website and clicked on the box to open a new window when clicking on the link. I tested this out in "Preview Mode" and when you click on the link the website opens in the same window and ends the course session. What am I doing wrong?

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