Custom Link where target opens in new window

I’d like to add a custom link in a menu to a page on an external site. Rather than redirect to the new page, I’d like the link to open a new window. How do I do that?

Specifically, I’d like the “Podcast” link on http://lodgingmetrics.com to open a new window going to http://lodgingleaders.com.

Currently, it redirects the main window, so the visitor will leave the lodgingmetrics.com site.