If this was a web application you would not want another application to load a URL on top of this one. Some programs like Windows Explorer (Win95, Win NT 4.0) replace the last created browser window. Other programs like Outlook 97 & 2000 replace the last active browser window.
To work around the problem with Explorer (Win95 & Win NT 4.0), the parent frame will launch another browser window. As long as this browser window is open, new URL's launched will use that window.