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Quadrille - 11:25 am on Oct 4, 2007 (gmt 0)
The problem is in your expectations. In most cases, the site providing the link knew exactly what they were doing. You cannot stop it happening ... but you will get to learn about the kind of site that offers that deception.
In most cases, the website you expected has chosen to redirect you; usually because they have no content, and they get 0.000003 of a cent for redirecting you.