Rewriting external links only -Novice-

Hi I'm not even sure if what I hope to do is possible but here goes.

I'd like, for only one directory in my site, for external links to be
re-directed to the main page. the directory is full of personal files
and I don't want people to reference them directly from outside.
Everybody will be able to get to them if they go thru my page.

Not sure where to start and any help would be appreciated.