You must be using something like this. You have to add return false to the onclick handler.
Code:
<a href="#" onclick="window.open('https://www.youtube.com/watch?v=NZYXNofi6zI', '_blank', 'width=400,height=300'); return false;">Watch</a>
But the better code is:
Code:
<a href="https://www.youtube.com/watch?v=NZYXNofi6zI" onclick="window.open(this.href, this.target, 'width=400,height=300'); return false;" target="_blank">Watch</a>