Usability guru Jakob Nielsen has some excellent advice for content writers who link to Adobe PDF, Office documents (xls, doc, ppt), Audio-Video content (like WMV or MOV) and other non-web documents in their posts.
1. Open non-Web documents in a new browser window.
2. Warn users in advance that a new window will appear.
3. Remove the browser chrome (such as the Back button) from the new window.
4. Best of all, prevent the browser from opening the document in the first place.
Instead offer users the choice to save the file on their harddisk or to open it in its native application (Adobe Reader for PDF, PowerPoint for slides, etc.).
To open a new windown, you may add the target attribute to your a href HTML tag.
Source: Cafe con Leche XML News and Resources
