Anyone's still looking for a solution: here's a useful link http://world.episerv...&epslanguage=en pointing to this tinymce demo.. you need to click on inserting a link and go to the advanced tab. It'll be under "Relationship Page to Target"..
Good luck!
Edit: For those cannot find what needs to be added (and ruining the fun for those believing in "teach the man how to fish"):
in TinyMCEInit settings you need to add (or extend) plugins: "advlink"