If you have ever used RSS Feed Widgets on a website before you will know that one of the biggest aggravations is that the links always open in the same window therefore leaving your website.
I have posted numerous threads about this in the wordpress forums and haven’t really gotten a lot of response back from the community as to how I could workaround this. Here are some links to my posts:
Well, long story short, there is a workaround on this but you are going to have to get your hands dirty and mess with some code and editing the wp-includes\widgets.php file.
You will first want to go to about line #1525 in the code and insert target=’_blank’ in two locations on that file. Here’s what it will look like once you are done:
<span style="color: #606060"> 1:</span> $title = <span style="color: #006080">"<a class='rsswidget' target='_blank' href='$url' title='"</span> . attribute_escape(__(<span style="color: #006080">'Syndicate this content'</span>)) .<span style="color: #006080">"'><img style='background:orange;color:white;border:none;' width='14' height='14' src='$icon' alt='RSS' /></a> <a class='rsswidget' target='_blank' href='$link' title='$desc'>$title</a>"</span>;
Next, you will go to approximately line #1621 and do the same thing here, adding the target=’_blank’ into the code. It will look something like this:
<span style="color: #606060"> 1:</span> echo <span style="color: #006080">"<li><a class="</span>rsswidget<span style="color: #006080">" title="</span>$desc<span style="color: #006080">" href="</span>$link<span style="color: #006080">" target="</span>_blank<span style="color: #006080">">$title</a>{$date}{$summary}$author}</li>"</span>;
Now, as with anything you do to the core wordpress software, you are going to have to make sure you add this back should you ever overwrite the software doing an upgrade, etc. Why this is not an option on the wordpress cms core functions yet is beyond me…

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