you need to look at the code that generates the slideshow. the html <a> link has a target of _blank which most browsers will cause to open in a new window or tab.

i am unfamiliar with this template and more specifically the construction of the slideshow, but i would search for where _target is in the code and more specifically in the construction of that slideshow.

from your home page:

HTML Code:
<li class="slide-2 activeslide" style="visibility: visible; opacity: 1;">
<a href="http://earthscauldron.com/index.php?main_page=redirect&amp;action=banner&amp;goto=17&amp;zenid=7bi8jr7oshlssc96i86q2ka7c1" target="_blank">    
<img src="http://earthscauldron.com/images/banners/slide4.jpg" style="width: 1840px; height: 956.8px; left: 0px;">
</a>
</li>