You can do this with statcounter (but only upto 100 records or something like that for free) or getclicky (again not sure if it is free. I "think" it is free for one site, but don't quote me on this).
If you want everything within google analytics, you can do that too. You can add a javascript to your header (where you have the Alexa, google analytics or what ever else js) and you will have add that to your link. Like instead of linking like this
<a href="www.google.com">Google</a>
you have to link like this -
<a href="www.google.com" onclick="trackclick.js">Google</a>
That trackclick.js would be the js you added. If might be a pain to do this for every link, but you can do this if you want to track a few specific links. This will be recorded in your google analytics. If you want the js code and the detailed instruction on how to do this, email me.
But before that check out statcounter and getclicky, one of those might fit your needs.