is there anyway i can hide a id in the url or loop it to a url when someone adds a link

example

http://www.mydomain.com/?id=3 <-- can i hide that or loop it to a url
if i added a link the database it should be http://www.anothersite.com
instead of showing the id next to http://www.anothersite.com/?id=3

look at http://www.freepixeladvertising.com to see what i mean

I think that is called transperent session ID's