I dowloaded Saft Demo http://www.apple.com/downloads/macosx/internet_utilities/saft.html
It lets you always open a new windows in a tab. Plus other features like creating more short cuts w/ your defined buttons, u now can block ads, banners from the menu (instead of going to preferences). And tons of other features, u can read it at that li nk above.
Thanks 4 replying.
There is also glims, which is a free plugin (now compatible with safari 4 too). This particular behavior of safari has always bugged me, and the first thing I always end up doing is finding a way to add it. Glims is my favorite plug-in so far that adds this function.
I'd be careful about installing plugins on the Safari 4 beta. There have been some stories on the forums recently about plugins really screwing it up. Unfortunately I can't remember any of them at the moment.