unless you specify that it is linking to an external site, it will try to stay within the curtrent directory.
add 'http://' to the beginning of all links and your problem will be solved.
to go a step further, some entries might already have that, so you would want to check for it first:
if (eregi("http://", $column(site_url)
{
$site_url = $column[site_url];
}
else
{
$site_url = "http://" . $column[site_url];
}