deeplink juggernaut and external links

I am unable to link to an external page. I put “www.page.com” as a destination but it does not work.

All it is doing is adding “www.page.com” to the end of the address the anchored text is in.

example would be:
anchor text, “paper”
destination, “www.paper.com”

results, “www.mypage.com/post/www.paper.com”

Internal links work perfectly, however.

http://wordpress.org/extend/plugins/seo-ultimate/