Does counting clicks on a tracking file hurts SEO?

I was reading this article: http://lowendmac.com/tech/php11.html

It tells you that when someone clicks your link, it should take them to a tracking page that will record the click by updating a MySQL database and then redirect using header.

something like…

click -> track.php update mysql, header(‘location: www.domain.com/link.html’)

if you really want search engines to list your link, wouldn’t linking to a track page hurt your SEO?