In your switches you have an option to open links in a frameset. If you turn this on, instead of going to the destination site when clicking a link in your directory people will go to a frameset which keeps them on your site while the destination site is shown in the lower frame. This can be useful for something like an online games directory where the

To change the look of the frames, go to Admin -> Customizations -> Templates and edit the 'outgoing links top frame' and 'outgoing links frameset'. These templates only appears in the list when the switch is on.