Remote control sessions, when I take a screenshot its opens a new tab for the client

[sparmassar]

Just as the title states. I run software demos and during the demo, every time I request control of a client's computer and then navigate to take screenshots from my Mac (shortcut is cmd+shift+4) it activates something that every time I click a new link or a navigation link that new link will open in a new browser/tab. Especially when remote from a Mac to a Windows device. Anyone experience this before?