With the release of Sublime Text 2, new files that are not in the same project are not opened in a new window. Fortunately, you can change this default behavior for Sublime Text 2 and Sublime Text 3.
1 In Sublime Text, open the default settings page
Click on "Sublime Text 2" or "Sublime Text 3" then click through to Preferences -> Settings - Default
2 Edit the "open_files_in_new_window" option
Find the line that says :
and change it to: