Open comment-functions.php, scroll down to line 352, you'll see
this function:
function get_comment_author_link() {
global $comment;
$url = get_comment_author_url();
$author = get_comment_author();
if ( empty( $url ) || 'http://' == $url )
$return = $author;
else
$return = "<a href='$url' rel='external nofollow'>$author</a>";
return apply_filters('get_comment_author_link', $return);
}
change this line:
$return = "<a href='$url' rel='external nofollow'>$author</a>";
to this:
$return = "<a href='$url' rel='external nofollow'
target='_blank'>$author</a>";
Keep a backup of the original, and make a note for upgrading.