You need to make the link load the page into either the top window, or a new window.

e.g.

You will have something like this:

Code:
<a href="http://www.somewebsite.com/">Click here!</a>
To make the website open up over your website, you need this...
Code:
<a href="http://www.somewebsite.com/" target="_top">Click here!</a>
Or if you want it to open in a new window, you need this...
Code:
<a href="http://www.somewebsite.com/" target="mywindow">Click here!</a>
You can replace "mywindow" with any name you like.

Not sure how you do this in dreamweaver, but it can't be that hard.