There is a thread on drupal.org that describes how to theme drupal 6 filefields and Drupal 7 files to have them open in a new window based on the mime type. I am posting this here so that I can find it easier the next time I need to do so. I didn't write this code. I haven't tried the Drupal 6 code, but the thread appeared to have several people confirm that it worked. I myself can confirm that the code for drupal 7 works.
Add one of the following to your template.php file in your theme.
For Drupal 6 file fields
