Click thru tracking (would like additional help/insite)

I would like to track clicks to the external links placed on my site. (Drill down below the node level)

How do I assign external sites link for click thru tracking. I see the click link at the bottom of each node, and I've used this link to track clicks to that node, but I have not found or read a way to track or assign a click link to the external links I placed on or within the node.

Is it possible to track external links created as a menu item or RSS feeds, audios and videos? If so, what must I do to attach the click thru link?

Thanks for any help provided.