OK this one is pretty easy. In the file wp-customer-reviews.php which should be located in wp-content/plugins/wp-customer-reviews/ you want to change line 688 from:
$review->review_text .= '<br /><small><a href="' . $review->reviewer_url . '">' . $review->reviewer_url . '</a></small>';
to:
$review->review_text .= '<br /><small><a href="' . $review->reviewer_url . '" target="_blank">' . $review->reviewer_url . '</a></small>';
Standard disclaimers apply: Take a backup of your site first, keep a copy of the original wp-customer-reviews.php in case you make a mistake and need to restore it, and make sure you have your FTP server access instructions handy so you can get in there to upload the original if it breaks something. (Changing the file through the wp-admin screens typically means the plugin will simply get deactivated if there’s a mistake, but still, it’s good to take precautions.) And of course this change will be overwritten if/when the plugin is updated again.