Assuming the link is in a textbox, set the "Jump to URL" in the Navigation properties tab to something like:
java-script:void(window.open( 'your URL here', '_blank'))
The URL should contain any parameter values you wish to send to the new report.
(NOTE: remove the - in java-script. The forum editor here seems to remove the actual word itself probably to prevent any active script in the forum)
Hope this helps,