I've been using the iPhone for 6 months and the one thing that really bugs me about Safari on the iPhone is the fact that you can't open links in new windows/tabs. But it turns out you can. I don't know if this is new with the 3.0 software or if it's been there all along and I just never noticed it. But to open a link in a new window on the iPhone just hold you finger on it. After a couple of seconds, a menu will show up and one of the options is Open in New Page. Select that and the link will open in a new window.