A lot of people have been having trouble with outgoing links, but I've been able to get them to work on Kongregate and Newgrounds with the Flash URL extension and no Flash Haxx. You don't need any work arounds.
Examples:
At Newgrounds: Please login to see this link.
At Kongregate: Please login to see this link.
Some tips for the best results:
1) Make sure that you have the object in each frame that you have links (I wasted a bunch of time because I had a shortcut instead of the actual object. Argghhh!)
2) Use "Mouse Pointer Over Object" or "Mouse Pointer Within a zone" to set the URL.
3) Use "User Left Clicks Within a zone" or "User left clicks on an object" to "Add Event Listener". (opens the link)
4) Use "Mouse Pointer Within a Zone" to remove Listener. You could also negate this. Triple check to make sure that the bounding box really is where you think. The display for it is kind of buggy.
If you get stuck, just PM me and I will look at your file. It really is very easy. Not sure why people are having so many problems...
By the way, it works really well with Advanced Mochiads. Not sure about regular Mochi stuff...