This one is tested:
<style type="text/css">
.AddedClass
{
background-color: #88FF99;
}
</style>
<script type="text/javascript">
window.onload = function ()
{
var re = /^(https?:\/\/[^\/]+).*$/;
var currentHref = window.location.href.replace(re, '$1');
var reLocal = new RegExp('^' + currentHref.replace(/\./, '\\.'));
var linksDiv = document.getElementById("Links");
if (linksDiv == null) return;
var links = linksDiv.getElementsByTagName("a");
for (var i = 0; i < links.length; i++)
{
var href = links[i].href;
if (href == '' || reLocal.test(href) || !/^http/.test(href))
continue;
if (links[i].className != undefined)
{
links[i].className += ' AddedClass';
}
else
{
links[i].className = 'AddedClass';
}
if (links[i].title != undefined && links[i].title != '')
{
links[i].title += ' (outside link)';
}
else
{
links[i].title = 'Outside link';
}
}
}
</script>
<div id="Links">
<a name="_Links"></a>
<a href="/foo.asp">FOO</a>
<a href="ftp://FTP.org/FILE.zip">FILE</a>
<a href="http://example.com/somewhere.html">SomeWhere</a>
<a href="http://example.com/somewhere2.html" class="Gah">SomeWhere 2</a>
<a href="http://example.com/somewhere3.html" title="It goes somewhere">SomeWhere 3</a>
<a href="https://another-example.com/elsewhere.php?foo=bar">ElseWhere 1</a>
<a href="https://another-example.com/elsewhere.php?foo=boz" class="Doh">ElseWhere 2</a>
<a href="https://another-example.com/elsewhere.php?foo=rad" title="It goes elsewhere">ElseWhere 3</a>
<a href="deep/below/bar.asp">BAR</a>
<a href="javascript:ShowHideElement('me');">Show/Hide</a>
</div>
If you are on an account on a shared server, like http://big-server.com/~UserName/, you might want to hard-code the URL to go beyond the top level. On the other hand, you might want to alter the RE if you want http://foo.my-server.com and http://bar.my-server.com marked as local.
[UPDATE] Improved robustness after good remarks...
I don't highlight FTP or other protocols, they probably deserve a distinct routine.