We're still not on the same page and I don't know where you're coming from with new pages and such. If you click a link that has the above code in the original post, the link functions 100% the same, but the Google Analytics script already running in the header picks up on the fact that the link was clicked and logs it into your Analytics account. No new pages are opened.
I unfortunately don't have a live site with a link to an external page that I can readily edit the HTML for, so I added the code to one of my HTML pages and added it to an internal link... no big deal, just tracking false data.
http://mifbody.com/meetgreet/ and then click on the "Register" link on the left navigation bar. There's no noticeable difference to the end user, but the code is still tracking that it was clicked (you can see it in the source code).