PHP Header, variable (external) link opening as if it were on my server

So, pretend I was opening www.example.com, using a $link variable and header(). Here's my code:

header(开发者_Go百科"Location: ".$link);

Here's the result: http://reecemcmillin.com/test/www.example.com

How can I just get it to open www.example.com, instead of having it pretend it was a file on my server?

Ensure $link includes 'http://':

$link = 'http://www.example.com';