I found my solution on
plugin/system/t3/includes/menu ->
megamenu.tpl.php
normal line 292:
$link = "<a class=\"$class\" href=\"{$item->flink}\" $title $dropdown>$icon$linktype $caret$caption</a>";
edited line 292:
$link = "<a class=\"$class\" href=\"{$item->flink}\" $title $dropdown><span>$icon$linktype $caret$caption</span></a>";
this is the CASE 0 for normal links-urls also you need to edit the other two CASES _blank and window.open