Hello Robin,
Unfortunately there is nothing we can do to prevent this. It is the content owner's choice not to want its pages to be framed (and even if it is very frustrating, we at JOG THE WEB respect that).
However we are soon to deliver a new functionality that will make it possible for you to tag "framebuster" pages within your Jog. When the reader will see that a page (step) is tagged, it will give the choice to the user to either skip this page or open it in a different – external – window.
Happy jogging,
Liv