With this plugin, the external links will be redirected, example:
http://www.example.com will go to link
You can edit in the plugin the external url (in my site is http://www.jonijnm.es/joni-search/?url=%s), I have made a frameset, but you can make a 3º page and add advertising or whatever you want
The plugin has a param which allows that the links not be converted or redirected, the param's value is 'no_link=1', so:
In the v1.2, you can redirect the links to an article. You can say there something like 'You will visit other page...'