No. In fact, I always open a new window every time I link to an external site. The "target" attribute has no bearing on the effectiveness of the link or how a link is treated.
I don't mind giving them a followed link. As SevenCubed said, "If they are worth linking to then they are worth doing it without restrictions." However, I don't have to let them leave my site completely should the user follow an external link. I prefer to keep my site open in the original window.