What would be the coded that would be needed to redirect a user and still show its refer?

I am bouncing unwanted traffic off my proxy sites and sending them to my proxy list. Now in my proxy list the visitor counts are increasing but when I look at the refer links its not showing the sites I would have to say it showing as direct type in.

I am assuming the script needs to return the refer header but I cant seem to find any that work or do this.