So I might be WAY behind on this one but I had never found an exact answer as to how it could be accomplished. So I know most of you guys that build flash sites HATE when users click on a link in your site and FireFox or Internet Exploder try to block ur basic links! Well if your like me and can't get that to go away today is your lucky day! Here's what you do. Three easy steps!
1. Embed your site using the SWFObject
2. In the parameters for the SWFObject be sure to use wmode and set it to opaque or transparent.
3. Last thing is you CAN NOT use on Press actions for the buttons. Use on Release instead.
And that's it! Viola! All your links out to external sites etc will no longer be blocked by a popup blocker! 
Enjoy! Oh and Let me know if you find any issues with this.
Currently tested:
FireFox 2.0.0.14, Safari 3.1.1 and IE7
Update:
I have heard yes and nos about the wmode needing to be set. You can play with it and see what works best for you!
Hi, you can also use the SWFAddress to open popup from Flash without the popup blocker to launch!
I’m not sure how the wmode parameter can influence on the popup blocker although…
You saved me !
MANY thanks for this tricky method (wmode has nothing to do with onrelease !! How could we guess ?)