WordPress MU

I notice that on Wordpress.com that there are posts and blogs that directly link to an outside site, for example: CNN Political Tracker. This blog and post will take you right to the CNN site.

I have a wordpress mu site and want to know how you can set up a blog or post that will show up on the front page and go directly to an outside site. Is that even possible?

CNN Political Tracker is actually hosted directly on WordPress.com whereas CNN.com is still on their own servers.

As far as I know, the only way you can show posts on the front page from another outside site is to do a RSS Feed.