You can use javascript to open a new window and you can load different pages into that same frame by naming the new window. Example if you name the frame that will open _newtarget, you can set the target parameter on links that you click and it will open in that frame.
You don't really need javascript for that though... You can do that from the link itself by setting the target.
Code:
<a href="http://www.techdex.net" target="_mywindow">link 1</a>
<br><a href="http://www.programmingtalk.com" target="_mywindow">link 2</a>
<br><a href="http://www.msn.com" target="_mywindow">link 3</a>
In that example, target has been set to a new window called "_mywindow" - now, every link that has the target named _mywindow will open in a new window. If the window is already open, new pages will load in that same page.
As for the second part of it, (opening it on someone elses site), short of hacking, there is no way to do it.
Clients are set up with one way traffic - from the server to you. You would need server access to that person's site for new windows to open on their site.... all the files are server-side.