Redirect Help Please

I just purchased Pro version and need some help with a redirect from third party software. I created a panel in Photoshop with links to help videos on my site. If the person is already logged into my site they are taken to the proper url. If they are not logged in than they will have to login and I want them then to be taken to the original url they clicked in Photoshop.

Example: The link url is clicked in photoshop http://example.com/xxx/
After loging in I want them to be redirected to the above url (http://example.com/xxx/).
How do I do this?

Also, if I have login_redirect set in the login page, how can i have above photoshop url override the login_redirect?

Thanks in advance for your help – Sam