I think the best way is probably AJAX.
Using curl which takes a timeout argument is also possible.
http://php.net/curl
In Drupal 7, better to use drupal_http_request().
http://api.drupal.org/api/drupal/includes--common.inc/function/drupal_http_request/7
ELF is an input filter that adds small icons to external and mailto links, telling your users the link will take them to a new site or open their email client.
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