Getting final url when original url redirects

[IanR]

I'm processing RSS content from a # of given sources.  Most of the
time the url given by the RSS feed redirects to the real URL (I'm
guessing they do this for tracking purposes)

For example.

This is a url that I get from and RSS feed,
http://www.pheedcontent.com/click.phdo?i=d22e9bc7641aab8a0566526f61806512
It redirects to
http://www.macsimumnews.com/index.php/archive/klipsch_developing_headphones_for_new_ipod_shuffle/

I want to record the final URL and not the URL I get from the RSS feed
(However sometimes there is no redirect so I might want the original
URL)

I've tried sniffing the header and don't see any "Location:"... I
think sites are using different ways to redirect.  Does anyone have
any suggestions on how I might handle this?