New link in footer
 

When I create a new link in footer with the site builder, the new link seems to be OK after saving ( for example http://www.targetlink.com ). But when I exit the page and refresh (or click on Home), the link doesn't display correctly.
If I mouse over it, I have this: www.mytestforum.com/http://www.targetlink.com

Is it because we cannot link to an outside url or is it a bug?