[kh99]

In include/functions_wysiwyg.php, in function parse_wysiwyg_anchor() around line 435 is this code:

if (!preg_match('#^[a-z0-9]+:#i', $href))
{
	// relative URL, prefix it with the URL to this board
	$href = create_full_url($href);
}

if you comment that part out, it will work more like you are expecting. But I'm not sure what else it might affect, and like Lynne pointed out it won't fix existing links.

ETA: Or instead of commenting it out you mgiht be able to do something more sophisticated like check if anything before the first '/' looks like a domain name.

...but BOP was also right, if you include the http:// in the popup it will work, but the problem (at least on IE) is that the http:// seems to come up selected so when you start typing it goes away.