Found it!

[Derek]

Can someone make me You are now leaving "my site". Like myspace's thing when you click a link that isn't on myspace and it says are you sure you want to leave this page.

[leafypiggy]

hmmm

I believe that myspace has some sort of tracking system that catches the links before you get sent to them. and then, if its an external address, it redirects you to said page. but if its iternal, it goes to the requested page.

There is probably some way to do it with .htaccess or PHP.

I will do some research

[crisp]

Do-able with JS, simple example here

http://www.irt.org/script/257.htm

[Derek]

I just want a page like vbanomitzer where it asks you to click yes or no to go to another link. I tried a anonym.to but I can't customize that.
Edit:
I got it working now I found this OTHER script.

[xmakina]

Can you say which one so users looking in the future don't have to ask?

[Derek]

I coded it myself using the aynoym.to script which I bought for $1.