Well, just to clarify it is possible by changing the code but that is in violation of the AdSense TOS and will get you banned. I just wanted to add that for the OP as I am sure that is what Sjorritsma meant. Splitting hairs I know
Hopefully one day they will add the option - I think its one of the major downsides of an otherwise excellent system...
Well the advertisers want the person focused on their site. So it is the price you pay for them giving you money for your visitors. I would be suprised if they made it optional in the future. I would suspect any move like that would lead to reduced revenues for publishers.
Ahhhh... I never knew that. Indeed something to work towards. Hope Google has patience, it may take me a while at the current rate.
You're not losing a visitor per se. If it were to open in a new window, there's a 1000 variables that can prevent the person who clicked to actually land on the page. That would mean a risk for the advertiser that he gets charged but not even a page view. Let alone conversion. I'd rather have it stay within the same window. If they really wanted to stay on your site, they wouldn't have clicked the exit channel.
I don't think most people are aware of conciously "staying" on your site. ethiccash has a valid concern. If they leave via Adsense there is a chance they won't be back. That is the "price" you pay. If you want to be absolutely sure they don't leave your site through an external link, then the best option is to not have any. Savvy surfers will know that they can - right click: open in new window. You could also add a statement to your site like "To open links in a new window, right click, then click open in new window". This would have to be a blanket statement referring to all links on your site, not one that refers to your Adsense ads.
Like those sites that always say - right-click and save target as? I can't remember the last time I actually didn't just click as normal.
That's not really the same thing. That would be if you are saving an image. I use right click: open in new window often when I know I want to go back to the original site. Maybe I'm in the minority, but if someone knew that it was an option they would consider it if they knew they wanted to be back on your site. If not they were going to leave anyway. Giving your users choices is about all you can (and should) do.
Yeah - I know - I do the same with the right-click, but in my experience there are many more who wouldn't even know they had a right click when surfing. The point I was aiming at was people wouldn't take any notice of such declarations as "To open links in a new window, right click, then click open in new window" - On a user-centric front that's the kind of jargon the average user would skim over without actually comprehending.