setting up a database for tracking which users have clicked which links?
You could simply make a PHP script that would retrieve the requested link for them, while also adding a value to MySQL.
If I were going to do this, I'd probably do something like this:
<a href="getResource.php?res=video1.mpg&type=video">Video 1</a>
you need for example a table "users: id, name, etc..." and a table "clicks: user_id, url".
to track link clicks you could do something like this:
<a hreF="log_click.php?url=<?php echo urlencode("some_url?some=param&etc=anything"); ?>">
<?php$url = $_GET['url'];$user = /* ie. $_SESSION['user_id'] *//* insert to database */header('Location: '. $url); // maybe need urldecode($url) hereexit;?>