If you have questions about using mojoPortal, you can post them here.
You may want to first review our site administration documentation to see if your question is answered there.
Is it normal that when I click on a shared file that it opens a copy in a new window and takes the page I am on to that file as well? I have looked for a setting to specify the target and have not found one.
What type of file is it that you're opening? Most of the shared-file content on my installation is either pdf or an office doctype (xls, ppt, doc). I don't think I've changed any of the default settings, and it's currently opening pdfs in a new tab without changing the location of the page itself.
Are you sure it's not a conflict in your own browser config? If you're in IE, maybe try it in FF to see if it's still doing it.