Proper redirecting for urls

Hello,

There is this weird issue where when I add a url to a multi site wordpress picture, that is inserted in a picture file, it does not goto that url because it is appended with the main site's url at the beginning.

e.g. insert url: http://www.gotosite.com

appended : http://www.mysite.com/www.gotosite.com

When I check html it looks correct. Any suggestions?