Valve's Steam client (which I am not affiliated with in any way shape or form) has a feature intended to protect users from phishing scams. Upon clicking any non-Valve link in the chat portion of the Steam client, users are redirected to a link filter page. This page informs the user that the link they clicked is not a Valve site and not to enter any personal information.
Users of both the Google Chrome browser (with it set as the system default) and Steam's client can install this plugin to immediately redirect away from their link filter page, without requiring the user to click the "continue" link. Note that this extension, in a sense, undermines a security feature and as such should only be used by advanced users. Again, please only install this extension if you're good at differentiating between official and unofficial sites, and never enter your personal information after following a suspicious link.