I'm just wondering if there's any scripts or programs with which i can do so.
i have many links on one of my sites and i want to know which way my traffic is being led to the most.

i'm not exactly sure what those things are called so i can't google it to find the ideal thing.

this is the closest one i've seen but it seems that it's not available for use yet:
http://www.crazyegg.com/

Yeah, seems like what you are asking about is "web metrics". Google Analytics is the best of the free stuff (but can be a little overwhelming if you are new to the whole metrics thing).

If you want something very easy and very basic with a "pretty" user-interface that is extremely easy to understand and impliment -- try using Bravenet's free "site tracker" -- it will give you real time numbers, UIRL refers as well as numbers on screen resolution, operating systems, etc.