do this plugin anonymize links?

I just have this issue in my website. I was looking for a plugin which anonymize links for not appear at the stats of third and any other domains. I’m not a coder… Just a Graphic Designer and customizer of skins in web projects… Then I found this plugin, but it’s descriptions don’t directly states if it hide clicks in the external links of my website, or not.
Do it actually hide and anonymize all the interactions and all that stuff?