I would like to have the hyperlink for the Author of any comment who provides a website url, to open in a new window. I searched the forum here already with no luck.

I know I can use target="_blank" but can't find where the best place to add this would be.

Never mind, I got it taken care of.

Mind explaining your solution to help someone else that might want to do this?

Certainly, as soon as I remember what I did
Once I get started on something, I can't seem to stop. I know I spent quite a while getting ti to work. I will go through my notes and post back what I did.

Okay, here's what I did (if there is an easier way or better way, please correct my post):

1) Logged in to C-Panel to get access to wp-includes/comment-template.php
2) Opened up comment-template.php using the code editor in C-Panel
3) Located the function get_comment_author_link which was on line 148 in my file
4) Here is what the code looked like before I made the change:

function get_comment_author_link() {
	/** @todo Only call these functions when they are needed. Include in if... else blocks */
	$url    = get_comment_author_url();
	$author = get_comment_author();

	if ( empty( $url ) || 'http://' == $url )
		$return = $author;
	else
		$return = "<a href='$url' rel='external nofollow' class='url'>$author</a>";
	return apply_filters('get_comment_author_link', $return);
}

5) Here is what it looked like after I added target='_blank'

function get_comment_author_link() {
	/** @todo Only call these functions when they are needed. Include in if... else blocks */
	$url    = get_comment_author_url();
	$author = get_comment_author();

	if ( empty( $url ) || 'http://' == $url )
		$return = $author;
	else
		$return = "<a href='$url' rel='external nofollow' class='url' target='_blank'>$author</a>";
	return apply_filters('get_comment_author_link', $return);
}

6) Save the edited file in C-Panel and then preview a page with a comment on it to make sure it works.