I don't know if there is a way to change the New Window to display a blank window, but here's the workaround I use;
Open an Internet Explorer Window. In the address bar type about
:blank and then press the enter key. When the blank page displays click on File, Send, Shortcut to Desktop. Rename the shortcut to something you like, I use Blank Web Page. Now drag the shortcut to your Quick Launch Toolbar so it's available to you even when you have other windows open. Use this shortcut in place of File, New, Window.