You need to use javascript to do this.
You should code your links like this:
Code:
<a href="http://www.yourdomain.com/yourpage.htm" target="myWindow" onclick="return window.open(this.href, this.target, 'width=600, height=400');">My link</a>
That should do it. That link will open a window that is 600x400 if the user has javascript enabled. If javascript is disabled, it will just open the link in a new window.