Do you mean the status bar or the address bar?
If it's the address, what you want to do is 'url masking'. The easiest way is to open the redirect page inside a 'single-framed' page:
<HTML>
<HEAD>
<TITLE>Page Title</TITLE>
</HEAD>
<FRAMESET ROWS="100%,*" FRAMESPACING=0 FRAMEBORDER=0 BORDER=0>
<FRAME SRC="http://www.google.com" SCROLLING="AUTO" NORESIZE FRAMEBORDER=0 BORDER=0>
If its the status bar, then you need to use javascript to set the status bar to 'whatever you want' when the user moves their mouse over a link.