That is weird... the only thing I can think of is that there's some kind of code in the new forum software that's trying to prevent people from linking to pirated music and if it even finds the name of a band in the URL it just redirects you to a place where you can buy their music. That sounds dumb but it's all I can think of.
I'll play around with it and see if I can get the link to work in my sig.
EDIT: I just tried putting that link in my sig and it did the same thing, redirecting me to the BestBuy page.
Then I tried putting in just http://web.gunsnroses.com/ without the splash.jsp and it worked fine.
Both URLs take you to the same place anyways so try that and see if it works for you.
As for what actually caused the problem in the first place,I have no idea.