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Suppose you have two sites, www.mysite.com and www.outgoinglinksite.com and that you put an outgoing link on www.outgoinglinksite.com pointing to www.mysite.com
If it is a a direct link, i.e. <a href="www.mysite.com">my keywords</a> then www.mysite.com will definitely realise a benefit in terms of gaining an inbound link.
Suppose, however, that the link was now monitored on www.outgoinglinksite.com and a visitor was then redirected to www.mysite.com, e.g. <a href="www.outgoinglinksite.com?url=www.mysite.com">my keywords</a>.
Does Google consider the second case to be a proper inbound link - will it add to your link popularity / PR?
Keep your links simple - A > B; if you want to redirect with any conceivable SEO benfit, use a 301 permanent redirect.
But if you want to send the reader from A to C, then make the link A > C, not A > B?*&C.
Google has many more PHDs than the average desktop PC; mess with them at your own risk. ;)
The link in question is also on another site which is set up to link to mine so I do not have control over its setup.
Any other thoughts?
If you want a link, set a link.
The only reason I think of to do what you seem to be doing is the game Google.
As I said, it ain't going to work; fooling the average visitor may seem clever, but if Google penalizes you, you won't get many average visitors, or even non-average visitors.
Keep it simple; mess with Google by all means; but you'll have to get up a little earlier in the morning than playing 2002 games with URLs (tip: it's been thought of before).
Good Luck :(