Why not use tabs when surfing the internet.

It makes it a lot easier to keep a good overview of what you are doing than all those seperate windows.
If it's not enabled yet here how to enable it in Safari:

Go to "Preferences from the "Safari" menu.
Go to the "tabs" tab and click "Enable tabbed Browsing 

Now you can open new tabs by doing a [apple] [T] on your keyboard.
Or by [apple] [clicking] on a link.

In case you are not a Safari fan, Firefox supports tabbed browsing too.