A. Use middle click
B. Hold CTRL (PC) or Command (Mac) and click
C. Write your own JavaScript snippet (I recommend the Stylish add-on for Chrome) that adds 'target="_blank"' attributes to every link
2) You can't "burn" downvotes. You have as many as you want, but can only downvote any eligible comment a single time. I can't remember what makes some comments ineligible, though.
3) You'll end up hating HN if you take downvotes personally. Downvoting is often a way to say "I disagree" without polluting the thread. Sometimes you hit a seam of (dis)approval, and there's no rhyme or reason to it. I hope a few downvotes won't stop you from participating, as there are a lot of brilliant people here who have interesting things to say.