When using Reporting Services reports, if there was a need for a link to jump to another page in a new window target='_blank' (as the default behaviou is target='_top'), then we need to add the following java script to a report text box by right clicking the text box or control that has the url and then select the Navigation tab and then the select the Jump to URL radio button.
I was only able to get this working in Reporting Services 2005 without any issue, as it did not work with the 2000 version.
="javascript: var f = window.open('" & Parameters!YourUrl.Value & "/Path/Default.aspx?ParameterID=" & Parameters!Parameter1ID.Value & " ')"