Issue with http showing up twice in a url ex. [ External links are visible to forum administrators only ]

Excuse me for being naive but I have a question I hope someone can help me with.

I am not sure if these two incidents are related but a few days ago we used the xml sitemap software to create a sitemap. After it ran I noticed in google analytics that there were a few pages that were being accessed a lot that had weird urls and were coming from all over the internet. See below.

[ External links are visible to forum administrators only ]

[ External links are visible to forum administrators only ]

I can’t tell if this is causing memory leak and looping or if this is even a problem?

So why is it happening? What is it called?  Is there a good way to fix it?  Should I be concerned?

I saw this URL in my google analytics. Any idea why (  /http://www.cutcaster.com/index.php  it has a / before it begins )  would be placed at the end of [ External links are visible to forum administrators only ]   like this [ External links are visible to forum administrators only ]

If you have any questions i am happy to answer them.
Thank you so much.
cool. i will let you know. just tried that.