I have the need, which might seem a bit odd, to want to pass the current logged on username to a url.

For example I would have a url on the page (preferably in the Links module). The destination url would look something like: www.website.com/chat.asp?name=%DNNUserName%

Is there any way to do this without recoding the links module - or has anyone built a module that would accept various variables and have the code-behind do the substitution and do a redirect?

I think Magic gadget can do this. I don't use it, just think I have read that. Anyway, check out Magic Modules

HTH's,
Dave