Hmmm... I've given this some thought, and I can't really think of a way to do it. If you are using SEF URLs, you could consider getting a redirect component like REDJ (look on the extensions for Joomla). You could then possibly redirect the SEF version of the URL to the external link. You would still have to set up the product locally, however, so that you have the image and title to show in the slider.
This could work, but you need to give it a try. In general, our scrollers are really cool ways to get information from a Virtuemart shop and display that information. Trying to have one of our scrollers redirect to an outside site is going beyond what it was designed to do. Pairing it up with a redirect component might work, though.
I looked at your site. Looks like you solved the styling issues you were having. Looks very nice!