How do I configure my Reports to open in a new window?

PROBLEM:

The first time I clicked on one of the Web Reports on the ConfigMgr/SCCM Software Updates page I was asked which Reporting Server to use for running Reports against and whether I wanted to “Open reports in a new window“. I decided to leave the checkbox unchecked and now whenever I click on any of the reports it opens them within the Admin Console rather than in the Report Viewer.