In other words, most people apply some corrupted form of depth-first search. It also implies (and has been shown) that wide linking on a page creates frustration with users who feel the need to hit every link.
People feel InformationOverload because they can't follow every link. Wikis suffer from this, because of the high number of links within text. This is an important habit to learn when using non-linear media: let it go -- if something does not interest you, skip it and move on. Follow only what interests you, and remember that the aim is not to absorb an entire site-worth of information. If the site had intended you to do that... they would have set it out linearly! ;-)
In localised contexts, this is sometimes known as pogo-sticking. Boing boing boing.
Tabbed browsing and "open in new window" are useful ways to do breadth-first rather than depth-first browsing. "Open in new window," however, is really only comfortable during pure browsing sessions. It adds too much overhead if you're multi-tasking. Breadth-first browsing makes the InformationOverload a little more manageable, but following what only interests you is still the best solution.