Assuming you're using IE 11, it doesn't by default act as the Browser Automation guide indicates. I think the guide is meant as more of a starting point on understanding IE processes/tabs. My suggestion is to see if you can make the link open in a new window, deal with the new page in that new window, and then close that window when you're done. You could do this by doing a Read stage on that button to get the link, assuming the link is in the HTML. Then you just navigate to that link in a new IE window.
Otherwise, you could simply continue to use the child index of 0, which for me simply interacts with the active tab in IE. At the moment, I can think of two ways to handle it. (1) You do a Send Key of CTRL+TAB to switch to the new tab after clicking the link. OR (2) You change the setting in the Tabbed Browsing Settings of IE to ""Always switch to new tabs when they are created"". This might work well especially if there is a button on that new page that will give you the ability to close only that tab without closing IE, because after closing the tab by clicking a ""Done"" or ""Save"" button or whatever, you'd be back on your original tab.
Of course, you could mess around with the TabProcGrowth registry settings indicated in the Browser Automation guide and see if that will help you come up with a solution.
Dave Morris, 3Ci at Southern Company