If there is a link with an embedded secondary URL, for example:
You can simply right-click on the link and the secondary URL will appear as an option in the popup menu. Then click (or middle-click) on the popup menu item and the secondary URL will be loaded directly, bypassing the redirection through the intermediary website. This both both bandwidth and time.
This tool is useful for if your ISP (or office network) blocks certain links because of spammers. Sometimes those links are redirection URLs and because the links are blocked you cannot redirect through them. In this case, rather than waste time copying our the secondary portion of the URL and pasting it into the browser, simply right click on it and click on the URL directly.