Are you talking about every link? Or just one? If it's just one, you could create a script called link.php loking like this:
<?PHP
$to = 'Myself <me@mydomain.com>, Yourself <you@yourdomain.com>';
$from = 'Website <noreply@mydomain.com>';
$subject = 'Link clicked';
$message = '
<html>
<head>
<title>Birthday Reminders for August</title>
</head>
<body>
<p>User clicked on link!<br>
IP: ' . getenv('REMOTE_ADDR') . '<br>
Datetime: ' . date('F j, Y, g:i a') . '</p>
</body>
</html>
';
$headers = 'MIME-Version: 1.0' . "\r\n";
$headers .= 'Content-type: text/html; charset=iso-8859-1' . "\r\n";
$headers .= 'From: ' . "\r\n"
mail($to, $subject, $message, $headers) or die('Internal server error!');
header('Location: [url]http://mysite.com/path/to/real/file.html[/url]');
?>
EDIT: If it's for more than one link, you could link to the script like 'link.php?id=3' and have a [man]switch/man statement to output the appropriate header() redirect.