Go to MonoX\ModuleGallery\SlideShow.ascx and find this row:
<
a
href='<%# Eval("Url") %>' target="_blank" title='<%# Eval("Title") %>'><%# FormatUrl(Eval("ImageUrl").ToString(), Eval("Title").ToString(), "class=\"scale-with-grid\"") %></
a
>
And change the target property.