Changing the links for images in the galleries.

I’m wondering if there is any way to change the links on images in a gallery on a page. The idea is to point to new content using the images in a gallery. This would be a really easy way to drive to new content inside of other content, but I don’t have any idea if it’s possible.

WP doesn’t seem to want to allow me to change the links that the images point to. Anyone know if this can be done, or if there is a plugin that will address this in any way?