I usually don't like the CSS List Menu much as it doesn't offer much control on the UI markup.
I would rather use a repeater to access the Page Types(s). I would also set these Page Type(S) with a common property field "OpenInNewWindow" of bool type and then use transformation to create the Markup.
This way you will be able to have control on each and every document. Some could be open in the same window and others could be open in a new window.
<a href="<%#Eval("NodeAliasPath")%>" target='<%# Eval<bool>("OpenInNewWindow") ? "_blank" : "_self"%>'><%#Eval("DocumentName")%></a>