How do I set my explorer to allow me to open a link or page in a new tab, if I use my mouse and click right I have the option to open in a new tab but I cannot use it

Look in the browsers settings or options for a list of configurations and there should be one for tabs.

I'm going to assume you're using Internet Explorer since you said explorer. You may have tabbed browsing disabled. In IE go to tools -> internet options. On the general tab click on settings under the "Tabs" section. Make sure the box is checked for Enable Tabbed Browsing (requires IE restart).

One other thing to consider is how the web page was constructed. There is html to instruct the browser to open in the same tab or not. The only way to override the html is to right-click if it's been specified. (I think)