Feedburner Email Subscription Not Opening Up in New Window

I just set up the Feedburner email subscription and tested it. It is working beautifully except that it is not opening up in a new window. When I finish subscribing, Feedburner has a close window link/button.

So when someone subscribes, they will be taken off the blog entirely and when they close the Feedburner window, they might be off the web too.

Is there a way to have this link to the Feedburner email subscription set to open in a new window? Is there something that can be adjusted in ATO or on the Feedburner side?