How to make banner ads open in new window, not do "pop up"

Hello. I hope this is the proper place for my question. If not, I apologize.

The banner ads I have installed on my site cause a pop up effect when clicked on. I’d like to change that, as most people block pop ups. Is there some code I can change or plugin to install that would cause the banner ad to either open in a new window or open in the same window? Thanks!

Tom Fuszard