This is because you have the application hosted at your site. We need to send people there for any of the Interspire Email Marketer processes to work.
You can make the link less obvious by setting your email links up like so:
<a href="%%confirmlink%%">Click her to confirm</a>
This will hide your URL from showing in your HTML emails.
Alternatively you can purchase multiple domain licenses and then install your application on your individual servers. This way you will be able to have all of your links coming from the domain that you wish.
You can do this here:
http://www.interspire.com/cart.php?a=add&prodId=75

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