speedbar-select-frame-method

speedbar-select-frame-method is a variable defined in `speedbar.el'.
Its value is

attached

Documentation:
Specify how to select a frame for displaying a file.
A value of 'attached means to use the attached frame (the frame
that speedbar was started from.) A number such as 1 or -1 means to
pass that number to `other-frame' while selecting a frame from speedbar.

You can customize this variable.