I ran into the same problem with the target="_blank" not working when adding code for tracking file downloads.
on this website, the "Automate It" section shows a jquery code that will detect different type of links on your website (files, mailto, etc...) and automatically add the "onclick" event with _gaq.push.
in case the link above doesn't work : http://www.blastam.com/blog/index.php/2011/04/how-to-track-downloads-in-google-analytics/