Hey,
Lets face it, the Gallery widget is great for showing off images to readers... however, it has one very important flaw - it does not allow links to external URLs.
Why is this a problem? Well, if the image is not yours, e.g. like a set of photos or arts works, ideally you would (and should in my opinion), link back to the original artist to give them full credit.
Unfortunately the Gallery widget does not let you do this automatically - it requires you to link to the attachment / media directly.
Workaround:
Put the link in the place in the Gallery creation where is says "Caption this image". This means that if someone moves their mouse over the image, the link is available and if they view the image in the attachment page, there will be a link to get back to the appropriate owner/external URL.
How? Now I am not sure if this is technically allowed, but it works:
Captiontext - <a style="color:#FF0000;" href="http://www.whereever.com/artistsurl">click here to visit artists page</a>
You will notice the style included above - this is to force the Gallery to show it in a color (in Hex) that stands out (depending on the theme you are using).
You can see examples of this in the latest Aug 2013 posts in my Inspire section.
Hope this workaround helps some of you.
Cheers
Lanceolot
ps. I cant review this post to check if it works and there is no way to correct it so I hope it posts my explanation correctly.... Tested on my site using the Visual Theme.