I usually handle this by creating some sort of WindowViewLoaderService. When your program initializes you register your Window's and your ViewModels with code something like this:
WindowViewLoaderService.Register(TypeOf(MainWindowView), TypeOf(MainWindowViewModel));
WindowViewLoaderService.Register(TypeOf(MyWindowView), TypeOf(MyWindowViewModel));
Then when you can for example call into this service from your ViewModel and all you have to reference is your other ViewModel. For example if you are in your MainWindowViewModel you might have code like this:
var myChildWindowVM = new MyWindowViewModel();
WindowViewLoaderService.ShowWindow(myChildWindowVM);
The WindowViewLoaderService would then look up what View is associated with the specified ViewModel you passed it. It will create that View, Set its DataContext to the ViewModel you passed in, and then display the View.
This way your ViewModels never know about any Views.
You can roll your own one of these services pretty easily. All it needs to do is keep a Dictionary with the key being your ViewModelType and the value being your ViewType. The Register method adds to your dictionary and the ShowWindow method looks up the correct view based on the ViewModel passed in, creates the view, sets the DataContext, and then calls Show on it.
Most MVVM Frameworks provide something like this for you out of the box. For example Caliburn has a slick one that just uses naming convention its called ViewLocator in this Framework. Here is a link that summarizes: http://devlicio.us/blogs/rob_eisenberg/archive/2010/07/04/mvvm-study-segue-introducing-caliburn-micro.aspx
Cinch on the other hand calls it a WPFUIVisualizerService which you can see in action here:
http://www.codeproject.com/KB/WPF/CinchIII.aspx
These should help get you rolling.