Link In Text Widget Changing Themselves?!!

So I have a really weird problem and have exhausted any ideas on how to fix it. If any one knows the solution to this I’d be eternally grateful!

Basically I have a text widget and have added some HTML, three images and three links corresponding to those images (all for social networks). Here’s the weird thing, as far as I can tell all my HTML looks fine and the links are as they should be but as soon as you click them in a browser it adds velvetrockphotography.com to the front of the link for no apparent reason. As an example here’s what one of the links should look like:
http://www.twitter.com/velvetrockphoto

Instead this is what happens when you click on the link in a browser:
http://www.velvetrockphotography.com/www.twitter.com/VelvetRockPhoto

Even weirder is when I look at the source through my browser it specifies the correct link! Another weird thing is the RSS link works fine it’s the two below it (Twitter, Facebook) that have the issue.

I am totally confused by this so would appreciate some help!

Here are some screenshots to give you an idea of what I mean:
How it looks on my site:
http://www.velvetrockphotography.com/image1.jpg

Here’s how the source code looks:
http://www.velvetrockphotography.com/image2.jpg”

This is how it looks in my widget on WP:
http://www.velvetrockphotography.com/image3.jpg

If you need to see if for yourself you can visit:
http://www.velvetrockphotography.com/blog