Basically, what you are looking at in the theme you mentioned is just a dummy link with #
That’s why it just takes you to the start of the page. If you check the href attribute of the link for SEO Optimization it has # in the end.
http://www.gallyapp.com/tf_themes/chamber_wp/?page_id=11#
My suggestion is that you need to figure out where this link is being created and add target=”_SELF” attribute to the hyperlink.
I hope it helps you out.