opening 2 browser windows at same time

I used to be able to click on a desktop item, and before web site loaded, I
could click on another desktop item, and be able to view two web sites at
once.
I can no longer do that, as when I click second item, that web site loads in
the same window as the first one I clicked, so I can not view two at once.
Anyone know, what I might have done to change this, and/or how I can change
it back to the way it was before.
Thank you.