My site has a huge number of exteranl links, which could be quite time consuming to monitor for validity.

Firstly I would like your opinion on if this is feasably possible:-

Could you create a script that could automatically check if an external link if leading to a valid external page? If this is possible I guess I could write something into the script to write to an error file which link was broken, and the folder/file its is in.

However, I have no idea on how I could go about the first part.

Cheers for your thoughts.