Pages linking to external sites?

I wanted to know if it was possible to have the links to my pages in the header link to external URL’s instead of the page. I’m using multiple pages with wordpress to create a website, and some pages have information, while other are linked to places such as the forum, or external control panel. Any ideas to help me out here? I don’t want people to have to click the page ‘forum’ and then have to click a link displayed on that page to access the forums, and I didn’t want to have a separate navi side bar for external links. Any help is greatly appreciated. The website is http://www.doppelfear.net if anyone wants to check it out. 😀