The LOGO in a Skin will pretty much always link to the HOME page defined in the SITE SETTINGS under the Admin menu.

If you want to link that somewhere else, outside of the bounds of your DNN site, I would suggest you take a different approach. You really don't want the HOME page linking elsewhere, as that could cause other problems with DNN and your site.

You can modify you Skin and instead of using the LOGO skin object (user control) just put in the HTML for an image with a hyperlink around it that points to the URL you want it pointed to. The downside of this is that in order to change it you need to change the skin, but that is most likely something you wouldn't need to do often (I would assume)