I had to do this for my own sake, but I thought if I was going to do it, I might as well share. I created a file which you can just drop into your current theme's directory which will allow you to link to another site or non-WP page without touching the template's files. This is useful for adding things to your navigational menu bar that WordPress does not manage, and especially useful if you're using someone else's theme and don't want to hack it up.
Simply download this file and rename it to a php file, then upload it to your current theme's template directory.
Now just create a new page and select the page template as Redirect. Within that new page form scroll down to the custom field section. Add a new key with the key name being redirect, and the value being the URL you want to redirect to.
Hope this helps anyone who needed a solution like me.