This is where a short URL service can help. They are free and there are a lot of them. But after I've tried many, the one that rises to the top is TR.IM - this URL service is fast and functional.
Other services I've tried are either slow or force your users into frames. The TR.IM service just opened up their open source project and even has API methods for the service 3rd party developer.
But for me, it's a simple cut and paste web interface and gives you instant tracking. Post a URL using TR.IM on twitter and you can immediately see the clicks through stats.
Give it a try and let me know what you used it for. I'd love to hear back from users.