well, kikloo, Internet Explorer 8 is not half bad. In their next version, they will even have hardware graphics acceleration and full compliance with web standards. It's just that, I don't think many of us use the control+N for a new window. Most will simply use control + T for new tab. This "issue" would affect only a tiny tiny minority of us
I guess my suggestion would be to simply start using the control +T (new tab) and control + W (close tab).
There is a chance there are third party applications that allow you to open new windows onto a tab browsing page.
In the meantime, suggest to microsoft to change the behavior of ie!!! I think they have a program on connect.microsoft.com
Here is an article stating the starting development of ie 9. They mentioned the group on connect. Neowin.net - Microsoft seeking feedback for Internet Explorer 9
I hope that all goes well and your feedback will be well appreciated!!