obtain IP from other site ( or domain name)

Hi people I have exchange link business program with other sites, basically I give a hyper link to come to our store to them and when user click on the link on their site to come to us, they will genrate income from it too. The question is that how do I know that when a user click on the link to come to my site that a user come from the link from their site , or from their IP or something. So that I can tell where a user come from. Is this something to do with http header? Jack jacky@activelifestyle.com "There is nothing more rewarding than reaching the goal you set for yourself"