How do I embed a URL from a URL string into an iFrame?

Hi Community,

There are a number of external links on a page that I wish to instead of having them leave the site, be sent to an internal iFrame page and have the URL rendered inside of the iFrame.

So, instead of linking to http://www.yahoo.com away from my website, I would want to link to (example):

http://www.mywebsite.com/iframe-page?URL=http://www.yahoo.com

then have the Yahoo URL load inside the iFrame.

I hope I explained this good enough.

Thank you,
Brett