Thanks Kevin -- definitely stressful. But a great experience, and great Webmaster-Jedi training.
I've noticed this too, and I've been just using my back button. Are you getting errors when you try this? You might have to go back two times. Sometimes the attachments are unusual file-types, and that would certainly cause a conflict. Yes, we can definitely change it, and easily too. We might be causing more problems than we solve though. If it's causing problems for enough users, we will switch it. You shouldn't have to close down your browser window.
Also -- some people aren't aware that they can open any link in a new window. On a mac, you just hold down the "command" button and click on a link. Or, you can click-and-hold on a link and a little menu pops up, with the option to "Open Link in New Window". On a Windows system, you should be able to right-click on a link, and a little menu will pop up with some options, possibly including a "Open Link in New Window" feature. Look around somewhere for an option like that.
Google has a cool similar feature -- they allow you to save your search preferences on a cookie. One of the adjustable search preferences is "open search results in new window". Sometimes, when I'm searching google, I'll open dozens of windows from links that look good in the search results. Then, I'll go through them one-by-one. Saves time.