There is a problem with the link to an external page in the Menu

I encountered a problem in creating the Menu. I want to add a link to an external website, go to the menu options, select HYPERLINK, then EXTERNAL PAGE, enter the website address, e.g. archiwa.gov.pl. Enter ITEM TEXT, select OPEN IN NEW WINDOW. After saving the project and running it on the server, after clicking on the link in the menu to the external website, I got ERROR because the system displays the link as www.mojastrona.pl/archiwa.gov.pl instead of archiwa.gov.pl itself. Is it possible to correct the linking to an external site.