This cannot be done from within the controller itself, but rather from your View. As I see it, you have two options:
Decorate your link with the "_blank" attribute (examples using HTML helper and straight HMTL syntax)
@Html.ActionLink("linkText", "Action", new {controller="Controller"}, new {target="_blank"})
<a href="@Url.Action("Action", "Controller")" target="_blank">Link Text</a>
Use Javascript to open a new window
window.open("Link URL")
~ Answered on 2013-01-24 19:59:58