As common as it is to open links in new windows, the practice itself is a little bit controversial. Some argue that the site visitors themselves should decide if they want to open a link in a new window, and many browsers make it easy for them to do just that. Some argue that opening a link in a new window breaks the expected behavior of the Back button and should be avoided. Others argue that not opening links in a new window is confusing and disorienting for the site visitors when they suddenly find themselves on a different website.
Wherever you stand on the issue, it's a common request from clients and the practice probably isn't going away any time soon, so it's important to know your options for handling this kind of functionality. I'm going to assume that you're aware of the issues surrounding opening a link in a new window and have carefully weighed all the options and presented an informed argument to your client.