You need to set up an indivifual page, such as www.cheatatyourgames.tk/swoj. when the user clicks to this link, if you put a page forwarding script, after 1 second it will send them to the home page. Then all you need to do is put a hit counter on the /swoj page.

thats the way all the sites do it, but they tend to do it with more of an automated script. IE one link page, but uses php to read where the click came from. If your links are only a few site, its possibily not worth the hastle setting up. Search some search engines fora php or asp scripting database.

as BB said, that is the standard way of doing it, my outbound links use that method, for example:
http://www.swoj.com/redir.cfm?loc=144&linkname=B-Carz

This loads the redirection page and retreives the URL for link number 144 (which in this case is BB's B-Carz site), adds 1 to the counter and then issues a redirect command to your browser.
Some sites give you a page that uses a Meta Refresh to redirect, however my method uses an HTTP redirect command, so your browser will automatically load the correct page without any delays.