[Opserty]

Its not vBulletin its the anchor (<a>) link/browser. If it doesn't see the http:// it assumes that the link is local (i.e. a place on your server) instead of remote (i.e. another site).

If I remember correctly you can add a "Regular Expression" check so if you find the appropriate REGEX code, to check for the "http://" (should be available from a few google searches), you can insert it in the box in the AdminCP Custom Field Manager.