For using multiple windows in Internet Explorer 8 you may have to disable a few settings, follow the steps for disabling tabbed browsing.
1.Open Internet Explorer.
2.Go to Tools and select Internet Options.
3.In the General tab click on setting against Tabs, to change the settings.
4.For all the sections select New Window, and then disable tabbed browsing.
5.Apply the settings by clicking Ok.
6.Close Internet Explorer, the changes will take effect from the next session on Internet Explorer.
If this does not help you may try resetting Internet Explorer and then again disable tabbed browsing. To reset Internet Explorer follow the steps.
1.Exit all programs, including Internet Explorer (if it is running).
2.If you use Windows XP, click Start, and then click
Run. Type the following command in the Open box, and then press ENTER:
For Windows Vista/Windows 7, click Start. Type the following command in the Start Search box, and then press ENTER:
The Internet Options dialog box appears.
3.Click the Advanced tab.
4.Under Reset Internet Explorer settings, click Reset. Then click Reset again.
5.When Internet Explorer finishes resetting the settings, click Close in the Reset Internet Explorer Settings dialog box.
6.Start Internet Explorer again.
Disclaimer: The Reset Internet Explorer Settings feature might reset security settings or privacy settings that you added to the list of Trusted Sites. The Reset Internet Explorer Settings feature might also reset
parental control settings. We recommend that you note these sites before you use the Reset Internet Explorer Settings feature
For more details on Internet Explorer reset follow the below given link: