MQ ReLinks is a wordpress plugin which allows you to easy make all external links in posts, pages, comments and author links non external, by using a redirect.
In stead of a direct link to another site, the plugin will create a link to a out.php file that will redirect to the requested URL. They can be opened in a new window or in the same one.
You can configure the post, comment and author link options in the administration area.
New plugin – MQ ReLinks