Probá así:
Código PHP:
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1" />
<title></title>
<script>
window.onload=function(){
var i;
var ifr=document.getElementById('idDelFrame').contentWindow.document || document.getElementById('idDelFrame').contentDocument;
var l=ifr.getElementsByTagName('a');
for(i in l)l[i].target='_self';
}
</script>
</head>
<body>
<iframe src="loquesea.php" id="idDelFrame"></iframe>
</body>
</html>