Eh, I hate inserting a cross reference, but look at
http://forum.mikrotik.com/viewtopic.php?f=2&t=54521
Though in my opinion:
[quote=ootgoneo]Using external pages, not good idea. I think principle of Web proxy and Hotspot is similar. Sorry if I am wrong.[/quote]
I heartily disagree. When you can use an external server, you should. Not only will that device be better at being a web server (routers make very poor web servers, and - in my opinion - also very poor proxies), but it will also support more features.