After trying to find out how to open adsense in new window, I today finally found out the way how it can be done. And it is really simple.
Here are the steps how to do it.
First add a custom channel with placement target in adsense to the ad which you want to open in an new window.
Then sign in into google admanager using the same id as your adsense login.
There create a new adslot, and in options choose open in blank window, save it, and then add an placement to it using the Placement link on the left tab. Automatically that placement which you had created in adsense account will appear here. Add it. And then click Generate sample HTML tab on left.
Paste it on your site and over. The google ads will open in new window.