Yes that is a problem that I've run across in the past myself. In the past, I think the way I fixed it was by installing the SEFU contribution which changes the URLs that you're seeing into user-friendly URLs, such as site.com/catalog/products/links.html rather than site.com/index.php?main#blahblah&done. That way when I did redirects I didn't have to worry about the & changing into other characters.
Ok, back to plan A. On the site where the link is going to be placed, you can simply ask the webmaster to insert the following code:
so it will look like this:
...which I think gives the desired effect. While it's not the only way to solve the problem, it's perhaps the easiest!