This might occur for the following reason:
Causes:
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If the Internet Explorer browser setting Reuse windows for launching shortcuts is selected, reports open in the same browser window.
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If the Internet Explorer browser setting Reuse windows for launching shortcuts is deselected, reports open in a separate browser window.
Solution:
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Start Internet Explorer.
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Choose Tools - Internet Options.
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Click the Advanced tab.
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Choose one of the following:
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To open reports in a separate browser window, under the Browsing heading, deselect the Reuse windows for launching shortcuts check box.
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To open reports in the same browser window, under the Browsing heading, select the Reuse windows for launching shortcuts check box.
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Click Apply, and then click OK.