[Request] External link redirect page

First of all excuse my bad english, I am a german speaking person :D

So anyway:
I thought about having a page to show when you press on a link. And after 3-4 sec you will be redirected to the URL. You can put some kind of information on this redirect site, like "You are leaving the......" or put an extra banner in this site.

Can anyone give my a hint, where to look in the code and how to manage this sort of idea?

Just to clarify what you are after - for an example, if someone clicks on the link to go to http://......forumid=1 you want them to go to another page first for a couple of seconds, then be sent to the forum?

Yes, thats it. Or to another URL must not be a forum URL, all kind of links within the text. For example this link hier:
http://www.star-trek-forum.de