Please allow links to open in new page (or an overlay, if possible). This will allow us to have all sorts of related steps better integrated in the Wizard flow. For example, we may have users sign up for a newsletter, or upgrade their account, or refer to a support/help article. Right now, loading any page which is not strictly part of the Admin area takes over the whole page, makes the Wizard disappear and is harder for users to get back.
Please see also related thread: