It's possible to place a link inside of the marker in the Map.

<a href=linkAddress target=linkTarget title=linkTitle>linkName</a><br />Example

Don't place (double) quotes in the text. If you need a space in the linkTitle use "& nbsp;"

JavaScript must be enabled in order for you to use Google Maps.
However, it seems JavaScript is either disabled or not supported by your browser.
To view Google Maps, enable JavaScript by changing your browser options, and then try again.

If you place a link inside the infowindow then it will always open in a new window or tab!
You can use a kml-file and GeoXML to open a link in the same window (see kml sidebar).