Create a WebViewClient, and override the shouldOverrideUrlLoading method.
webview.setWebViewClient(new WebViewClient() { public boolean shouldOverrideUrlLoading(WebView view, String url){ // do your handling codes here, which url is the requested url // probably you need to open that url rather than redirect: view.loadUrl(url); return false; // then it is not handled by default action } });

Exactly As xandy said, create a WebViewClient, and override the shouldOverrideUrlLoading method.
webview.setWebViewClient(new WebViewClient() { public boolean shouldOverrideUrlLoading(WebView view, String url){ // do your handling codes here, which url is the requested url // probably you need to open that url rather than redirect: view.loadUrl(url); return false; // then it is not handled by default action } });