In PrettyLinks, you can set your redirect type to Meta Refresh or Javascript to replace the original referrer with the pretty link url itself.
So if the link was embedded on a page like https://www.coolforums.com/topic1/thread0/, then the referrer would not be shown as that URL but the Pretty Link URL (http://yoursite.com/xyz) instead.
If you want to further try and wipe-out the referrer, you can add this to the scripts section of your link, or to the global scripts section:
<meta name="referrer" content="no-referrer" />Most modern browsers support that, and will not pass along the referrer at all.
If you continue to have issues with this, please send us a support ticket.