Go to AdminCP > Plugins & Products > Plugin Manager > find the "VSa - ChatBox - MN" plugin and edit it.
Find:
PHP Code:
$vsacb_msg_box_parsed = str_replace('\'', '', $vsacb_bbparser->do_parse($vsacb_msg_box_styled,1,$vsacb_smilies_onoff,1,1,1));
And paste the following under it:
PHP Code:
$vsacb_msg_box_parsed = str_replace('<a href="', '<a href="https://href.li/?', $vsacb_msg_box_parsed);
This will prepend
https://href.li/? to all links, all links will then go to href.li which is a service to hide the HTTP referrer.