Edited to check internal domain:
function isExternal(link, domain) {
var re = /http(s?):\/\/([\w]+\.){1}([\w]+\.?)+/;
return re.exec(link)[0] === domain;
}
var SITE = "http://redirect.com/?url=";
var INTERNAL_DOMAIN = "http://www.yourdomain.com";
var links = document.getElementsByTagName("a");
for (var i=0; i<links.length; i++) {
if (isExternal(links[i].href), INTERNAL_DOMAIN) {
links[i].href = SITE + links[i].href;
}
}
If you need to check for subdomains or to not specify the internal domain, I believe the code is easy to adapt.