Wordpress issue!

Fellow Warriors I need some help....

I created a Wordpress review for an affiliate offer that's finally starting to rank nicely for specific keywords and seeing a little action. Tonight I noticed, about 50% of my redirect links (linking to my other external website URL's) keep redirecting within the WP blog only?

In short, my banners & affiliate links to my main offer all redirect to the proper external URL without fail.

However, in the posts, sidebar, and footer, I cannot seem to figure out why certain links are showing as an extension of my WP post URL and receiving a "Page Not Found 404 Error?", rather then redirecting to an outside URL as intended? :confused:

Somehow, it's as if the permalink of my post is over-riding the actual link, but it's only certain links that are effected not all of them.

Is there a plug-in? or perhaps I am missing something here?

Seems bizarre as the links are written right, so I am guessing it's the structure of the theme or relevant to having just updated to 3.2 maybe?

Basically, I am offering bonus materials that can be viewed on a few separate URL's to sweeten the offer, but upon testing the links...they insist on directing the link within my WP address?

Appreciate any possible suggestions. Thanks in advance!