How to make a link open multiple pages when clicked

HTML:

<a href="#" class="yourlink">Click Here</a>

JS:

$('a.yourlink').click(function(e) {
    e.preventDefault();
    window.open('http://yoururl1.com');
    window.open('http://yoururl2.com');
});

window.open also can take additional parameters. See them here: http://www.javascript-coder.com/window-popup/javascript-window-open.phtml

You should also know that window.open is sometimes blocked by popup blockers and/or ad-filters.

Addition from Paul below: This approach also places a dependency on JavaScript being enabled. Not typically a good idea, but sometimes necessary.