Capture link a user clicks on a page

I am playing around with making an extension. If a user has the extension installed, I would like to capture the link they clicked on a web page. Not quite sure how to do this, but it seems simple. I might add, I would like this to happen as long as the plugin is installed and enabled, but DON'T want the user to have to do anything in the toolbar to 'activate' it. Not sure how to start. And I