NOTE: Please excuse this lengthy posting.
First...of note is I didn't think "I" was having problems with links until January 2010.
Next...the problem with clicking on links sent from GMX to other webmail is supposed to have been solved since sometime beginning in March 2010, and "most" of the time since then, those GMX links I receive in my other webmail do go to the correct websites. Unfortunately, I had many links in GMX before they solved that part of the problem and when I transferred those messages to my other webmail, none of those many links worked any longer, and there is no way for me to get them back, I guess (they still direct to the GMX Login Page).
However, I said "most" of the time the links received in other webmail work now, but they didn't work properly when I posted my comment to you.
BUT...
"all" links that are created within GMX or have been received by GMX from other webmail STILL do NOT work in GMX...those always have gotten redirected since the beginning of January 2010, for me.
I see other people have complained about the links getting redirected or being unclickable since the summer of 2008! 
Since the beginning of March, the links all get redirected to the GMX Login Page, but prior to that time, there were 2 other similar locations they sometimes got redirected to instead.
Of note: Before the beginning of March, when all GMX links were redirected, even in other webmail, back to the GMX Login Page, I thought perhaps it was intentional. Why? Because that would certainly have been a great way of advertising their webmail services...by having thousands of users sending out thousands of links to other people, who in turn would click on the links and end up at the GMX Login Page.
The GMX forum moderators say they are working on the problem. One moderator's comment was that even though they are working on the problem, it really would be much safer for the GMX users not to click on "links", and that perhaps that might be one reason why the links don't work...for users' security, but he added they will keep working on the problem and it will hopefully be fixed soon.
Ok...regarding the "dereferrer" GMX uses on its links, this is what happens when I use my Web Devloper extension.
Example = link is for:
http://www.noscript.com
(1) When viewing the link with the Web Developer ext. in "Display Link" mode:
Href=
https://www.gmx.com/dereferrer/?target= ... script.com
Target= blankhttp://
www.noscript.com
(2) When viewing the link with the Web Developer ext. in "View Link Information" mode:
https://www.gmx.com/dereferrer/?target= ... script.com
Hmmm...to me, a non-techy person, I would think that by simply removing the dereferrers GMX places in the links would solve the problem.
Also, of note, what really puzzles me is that I have a link from a GMX email which is located in my other webmail that says:
support@gmx.com
While I'm in my other webmail and click on that link, the link does NOT direct me to the GMX login page...but instead,
a new window opens up in my other webmail account I am in...to my Inbox!
I think this particular link I'm speaking of is the only one I have left from "before" March of this year. Anyway, I've tried to duplicate this with other exact same links but can't; only this particular one appears to be able to do this lately.
Windows 8, Professional, 64-bit/4 GB Ram/Pale Moon 25.5/ NoScript, Adblock Plus, Better Privacy; Super-Antispyware (free), Malwarebytes Anti-Malware (free), Spyware Blaster (free), WinPatrol (free)
Mozilla/5.0 (Windows; U; Windows NT 6.1; en-US; rv:1.9.2.9) Gecko/20100824 Firefox/3.6.9